@AlistairB building directly from CDN is not currently supported. There is actually an issue at systemjs/builder#97 where I believe they were looking to do something similar. We can certainly look at supporting this in future but for now it may be better to manually download first as part of a wider build script.
I've tried going the custom plugin route, but there appears to be issues importing Babel.js through a plugin... So I thought I tried going through babelOptions instead... I'm running into issues both ways : (