CORS errors when entering directly MFE host through the browser and not by redirections

Description

When opening the https://apps.redwood.demo.edly.io/course-authoring/home directly w/o opening the https://studio.redwood.demo.edly.io and then being redirected, a CORS error is raised when trying to use the MFE. In this case the MFE doing the request for oauth2 to login into the studio and failed because of CORS. When I'm opening the Studio MFE from studio.redwood.demo.edly.io I became a logged in user and the login flow from MFE is not triggered.

Expected behavior

Request to became a Course creator is sent, an appropriate message is displayed

Actual behavior

I get an error Sorry, there was error with you request.
Console logs:

home:1 Access to XMLHttpRequest at 'https://redwood.demo.edly.io/oauth2/authorize?client_id=cms-sso&redirect_uri=https%3A%2F%2Fstudio.redwood.demo.edly.io%2Fcomplete%2Fedx-oauth2%2F%3Fredirect_state%3DnWpdAjq4Qqrjji7z9koTja6UvhjoviKz&state=nWpdAjq4Qqrjji7z9koTja6UvhjoviKz&response_type=code&scope=user_id+profile+email' (redirected from 'https://studio.redwood.demo.edly.io/request_course_creator') from origin 'https://apps.redwood.demo.edly.io' has been blocked by CORS policy: Response to preflight request doesn't pass access control check: No 'Access-Control-Allow-Origin' 
header is present on the requested resource.

Steps to reproduce

1. Register a new User
2. Open Studio https://apps.redwood.demo.edly.io/course-authoring/home
3. Click on Becoming a course creator in Studio area below the text Are you staff on an existing Studio course? The course creator must give you access to the course. Contact the course creator or administrator for the course you are helping to author.
4. Click on Request the abillity to create courses button.

Original issue: https://github.com/openedx/wg-build-test-release/issues/379

Start with the Course Creator request flow entered through the request_course_creator endpoint and reproduce it by opening the Course Authoring MFE directly. Compare that path with the Studio redirect flow, using the browser console error and the OAuth2 authorization request as guides. Done means a direct MFE visit can request course-creator access and display the appropriate message without the CORS failure.