wrapper it encourages you to host the site on a CDN
Of course, because absolute best performance will be via CDN. It will work great (if properly configured) without CDN. It just generates persistant html cache of all pages so no PHP runs. Even a lowend VPS can serve an insane amount of html pages / second.
They also encourage CDN because if you have a wordpress server in the backend on a different domain say site100.hosting.com and publish the SSG result to a CDN serving your actual domain example.com, probes and attacks on example.com get nowhere because no PHP or wordpress is present.
https://docs.simplystatic.com/article/99-deploy-to-local-directory this is probably what you want