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Having a permissive Cross-Origin Resource Sharing policy is security-sensitive. It has led in the past to the following vulnerabilities:

   CVE-2018-0269 
   CVE-2017-14460 

Same origin policy in browsers prevents, by default and for
security-reasons, a javascript frontend to perform a cross-origin HTTP request to a resource that has a different origin (domain, protocol, or port)
from its own. The requested target can append additional HTTP headers in response, called CORS, that act like directives for the browser and change the access control policy
/ relax the same origin policy.
Ask Yourself Whether

   You don’t trust the origin specified, example: Access-Control-Allow-Origin: untrustedwebsite.com. 
   Access control policy is entirely disabled: Access-Control-Allow-Origin: * 
   Your access control policy is dynamically defined by a user-controlled input like origin header. 

There is a risk if you answered yes to any of those questions.
Recommended Secure Coding Practices

   The Access-Control-Allow-Origin header should be set only for a trusted origin and for specific resources. 
   Allow only selected, trusted domains in the Access-Control-Allow-Origin header. Prefer whitelisting domains over blacklisting or
  allowing any domain (do not use * wildcard nor blindly return the Origin header content without any checks). 

Sensitive Code Example
Django:
CORS_ORIGIN_ALLOW_ALL = True # Sensitive

Flask:
from flask import Flask
from flask_cors import CORS

app = Flask(__name__)
CORS(app, resources={r"/*": {"origins": "*", "send_wildcard": "True"}}) # Sensitive

User-controlled origin:
origin = request.headers['ORIGIN']
resp = Response()
resp.headers['Access-Control-Allow-Origin'] = origin # Sensitive

Compliant Solution
Django:
CORS_ORIGIN_ALLOW_ALL = False # Compliant

Flask:
from flask import Flask
from flask_cors import CORS

app = Flask(__name__)
CORS(app, resources={r"/*": {"origins": "*", "send_wildcard": "False"}}) # Compliant

User-controlled origin validated with an allow-list:
origin = request.headers['ORIGIN']
resp = Response()
if origin in TRUSTED_ORIGINS:
   resp.headers['Access-Control-Allow-Origin'] = origin

See

   OWASP - Top 10 2021 Category A5 - Security Misconfiguration 
   OWASP - Top 10 2021 Category A7 - Identification and
  Authentication Failures 
   developer.mozilla.org - CORS 
   developer.mozilla.org - Same origin policy 
   OWASP - Top 10 2017 Category A6 - Security
  Misconfiguration 
   OWASP HTML5 Security
  Cheat Sheet - Cross Origin Resource Sharing 
   CWE - CWE-346 - Origin Validation Error 
   CWE - CWE-942 - Overly Permissive Cross-domain Whitelist