BGP examples are easy to illustrate, although I don't have specific observations to share.
BGP's default route selection is to use the choice with the shortest AS Path.
If your ISP and your CDN peer in some locations, but not all, you can easily run into longer latency.
Ex: customer in Seattle, but ISP and CDN peer in Portland. CDN has a PoP in Seattle but not peered with the ISP.
BGP (without a lot of tuning) will prefer to send traffic through Portland, rather than through transit in Seattle, because the AS path through Portland is ISP -> CDN and the AS path in Seattle is ISP -> Transit ISP -> CDN
Of course, CDNs try to get peering in all common locations to address this, but that's not always possible, and not always because the ISP is unreasonably uncooperative. Sometimes the best path to resolution is by targetting the ISP dns server, but it doesn't catch all the customers.