I am having this same issue. I am trying to access the API through Azure API Management Portal. It keeps erroring out and blocking access unless I visit the url manually in a browser.
I would suggest setting up a proxy resource that you use to communicate with the API server side to prevent APPIDS on client side applications and you can set that proxy resource to have appropriate access headers for your domain.
After further research, this guys issue was with Wolfram API which is different than Wolfram Language Instant API. The WL does not require app id's or anything.
My issue was something wrong with Azure. Jesse figured it out here.
