We have been seeing the same issue. For us it seems we only get the 404 calling the SSOData enpoint (from the hosted lock control) when the tenant is configured with Enable Seamless SSO set to true
Thinking about it this makes sense as in the case that the Sso Data is found the user will be redirected as they are already logged in, while getting the 404 indicates that there is no active session. Potentially the error message shown on the screen is just confusing.