Access-control-allow-origin headers not being set

I have a cloudfront distribution thats serving a json file, this set the headers needed:
access-control-allow-origin: *

but as soon as i point a Cloudflare dns record to it and it caches, the file errors as the
access-control-allow-origin header is not there, why is floudflare not setting this header when it should be getting it from the cloudfront file

setup dns point to cloudfront distribution

headers there:
DevTools_-_dzocjjnygrox5_cloudfront_net_video_120-240_json

going through Cloudflare, header not there anymore:
DevTools_-_cdn_vidjson_com_video_120-240_json

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