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Creating APIs without authentication unnecessarily increases the attack surface on the target infrastructure.
Unless another authentication method is used, attackers have the opportunity to attempt attacks against the underlying API.
 This means attacks
both on the functionality provided by the API and its infrastructure.
Ask Yourself Whether

   The underlying API exposes all of its contents to any anonymous Internet user. 

There is a risk if you answered yes to this question.
Recommended Secure Coding Practices
In general, prefer limiting API access to a specific set of people or entities.
AWS provides multiple methods to do so:

   AWS_IAM, to use standard AWS IAM roles and policies. 
   COGNITO_USER_POOLS, to use customizable OpenID Connect (OIDC) identity providers (IdP). 
   CUSTOM, to use an AWS-independant OIDC provider, glued to the infrastructure with a Lambda authorizer. 

Sensitive Code Example
For aws_cdk.aws_apigateway.Resource:
from aws_cdk import (
    aws_apigateway as apigateway
)

resource = api.root.add_resource("example")
resource.add_method(
    "GET",
    authorization_type=apigateway.AuthorizationType.NONE  # Sensitive
)

For aws_cdk.aws_apigatewayv2.CfnRoute:
from aws_cdk import (
    aws_apigatewayv2 as apigateway
)

apigateway.CfnRoute(
    self,
    "no-auth",
    api_id=api.ref,
    route_key="GET /test",
    authorization_type="NONE"  # Sensitive
)

Compliant Solution
For aws_cdk.aws_apigateway.Resource:
from aws_cdk import (
    aws_apigateway as apigateway
)

opts = apigateway.MethodOptions(
    authorization_type=apigateway.AuthorizationType.IAM
)
resource = api.root.add_resource(
    "example",
    default_method_options=opts
)
resource.add_method(
    "POST",
    authorization_type=apigateway.AuthorizationType.IAM
)
resource.add_method(  # authorization_type is inherited from the Resource's configured default_method_options
    "POST"
)

For aws_cdk.aws_apigatewayv2.CfnRoute:
from aws_cdk import (
    aws_apigatewayv2 as apigateway
)

apigateway.CfnRoute(
    self,
    "auth",
    api_id=api.ref,
    route_key="GET /test",
    authorization_type="AWS_IAM"
)

See

   AWS Documentation -
  Controlling and managing access to a REST API in API Gateway 
   CWE - CWE-284 - Improper Access Control 
   STIG Viewer - Application Security and
  Development: V-222620 - Application web servers must be on a separate network segment from the application and database servers.