Access-Control-Allow-Origin when activate Addon in Client

When I try to acivate SAML2 addon in a Regular Web Application Client, I get this error

Failed to load https://contar.au.auth0.com/fingerprint: No ‘Access-Control-Allow-Origin’ header is present on the requested resource. Origin ‘https://manage.auth0.com’ is therefore not allowed access.

What can I do?

This is a known issue and is already scheduled to be addressed, meanwhile check the answer to this similar question for a workaround using the Management API.