CORS for App Proxy
There should be CORS setting available on App Proxy just like we have the CORS available for App Services.
Making calls from Azure Apps into an Azure App Proxy App is a very common scenario, especially when on-prem applications are surfaced externally using App proxy.
John Atwood commented
You can work around this limitation by using an Azure Function Proxy to proxy your App Proxy App and set CORS allowed origins: