CDN or content delivery network can help your wordpress site load faster. If your site loads faster, it is definitely a plus point because site speed is also one of the factors for SERP. Google and other search engines rank faster loading website higher than slow loading website. Improved site speed is not only the benefit of using CDN, there are other benefits as well, for instance reduction of bandwith cost, improved security, and improved uptime.
Generally speaking, there will be no negative effects on your SEO when you use CDN, in fact, you might even benefit in terms of SEO if you start using CDN. When you activate CDN, your website will also be resistant to crashing. CDN distributes load to multiple of servers in different geographical location instead of depending on the main servers. CDN also improves user experinece, which is also one of the search engine ranking factor.