Note that setting the Access-Control-Allow-Origin
header in the Flask response object is fine in many cases (such as this one), but it has no effect when serving static assets (in a production setup, at least). That's because static assets are served directly by the front-facing web server (usually Nginx or Apache). So, in that case, you have to set the response header at the web server level, not in Flask.
For more details, see this article that I wrote a while back, explaining how to set the headers (in my case, I was trying to do cross-domain serving of Font Awesome assets).
Also, as @Satu said, you may need to allow access only for a specific domain, in the case of JS AJAX requests. For requesting static assets (like font files), I think the rules are less strict, and allowing access for any domain is more accepted.