JSON allows you to retrieve data in multiple formats from an AJAX call. For example:
$.get(sourceUrl, data, callBack, \'json\');
could be used
All browsers I know of disable cross-site requests through Ajax. That is, if your page sits on my.example.com, you can't load anything using Ajax unless its URL is also at my.example.com.
This actually can be something of a nuisance, and there are ways for an attacker to inject source in other ways, but ostensibly this restriction is in place to address exactly the concern you mention.