I activated the JS Challenge function. Then I noticed that it started blocking “favicon” I released the image URL path with WAF. The problem was solved. Then I saw that the same problem occurs with Cloudflare’s own website where the favicon icon does not display. The problem with keeping JS enabled is that in the event it always alerts you that the favicon is blocked.
At the point the icon is requested, the user hasn’t yet passed the challenge so you would expect the icon request to be challenged as well as the request that triggered the challenge in the first place.