I'm using ASP.NET SPA Extensions which creates me a proxy on ports 5000 and 5001 that pass through to Angular's port 4200 during development.
I had had CORS correctly setup for https port 5001 and everything was fine, but I inadvertently went to an old bookmark which was for port 5000. Then suddenly this message arose. As others have said in the console there was a 'preflight' error message.
So regardless of your environment, if you're using CORS make sure you have all ports specified - as the host and port both matter.