So, I've just been playing around with this.
It seems that it doesn't work in Chrome or IE, because GitHub is serving the JS file with a MIME type of 'text/plain', which causes both browsers to throw errors.
Refused to execute script from 'https://raw.github.com/padolsey/jQuery-Plugins/master/cross-domain-ajax/jquery.xdomainajax.js' because its MIME type ('text/plain') is not executable, and strict MIME type checking is enabled. fiddle.jshell.net/m4QCt/762/show/:1
whereas IE says:
SEC7112: Das Skript von "https://raw.github.com/padolsey/jQuery-Plugins/master/cross-domain-ajax/jquery.xdomainajax.js" wurde aufgrund eines MIME-Typenkonflikts blockiert.
This appears to be considered a bug, at least by the Chome people.
I then tried installing Firefox 17 on Win 7 and surprisingly, the fiddle worked.
This had me scratching my head for a while until I realised that on my desktop PC, I had the "No Script" extension installed and despite me having granted the fiddle full permissions, this extension was still blocking something.
Then I disabled "No Script" and things worked as expected.
So, you were right
Just to be complete, the fiddle also ran on Opera and Safari.