CORS issue in Cloudflare Pages after deploying a create react app

I deployed a create-react-app with Cloudflare pages and I see this error in my console.

Access to XMLHttpRequest at ‘https://cloudflareinsights.com/cdn-cgi/rum’ from origin ‘https://my-site.com’ has been blocked by CORS policy: No ‘Access-Control-Allow-Origin’ header is present on the requested resource.
beacon.min.js:1 POST https://cloudflareinsights.com/cdn-cgi/rum net::ERR_FAILED 200

I am supposed to attach cors headers with some cloudflare worker before?

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