Worker fetch not returning x-frame-options

I’m trying to migrate to workers an API that checks i-frame-options of a given url. Currently implemented on heroku with axios, I’d like to migrate to workers as it will in theory be much quicker.

Unfortunately, I cannot get fetch and Request to work properly, it seems that the requests are never sent directly to the url provided, but rather go through Cloudflare which strips the headers I am looking for.

Is this by design? Is my usecase not supported by workers?

Kind regards,