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With QGIS it´s easy to load non-spatial CSV Data (and use it for joins).
This works fine as long the CSV resides on the local file system as this answer suggests. Is there some way to import a CSV from an online resource like https://example.com/myfile.csv without first downloading it? (Maybe by use of some plugin or Python snippet?)
Yes, you can do that in QGIS.
QGIS is able to open remote resources using GDAL Virtual File Systems /vsicurl/
Use Add Vector Layer, and write the remote URL of the CSV file with the prefix /vsicurl/. The complete filename should be something like: /vsicurl/http://localhost/~jgr/sinaletica.csv
Using your example, it should be: /vsicurl/https://example.com/myfile.csv
If you just need the table for joins, you don't need this additional step.
If the table has some kind of X and Y columns, you can convert the table to a layer with geometries.
Use Create points layer from table to create a layer from the table.
vsicurl (tested in QGIS 3). Just the full url in the file tab or the HTTP(s) protocol tab.