Hi @vincent1
Thank you for reaching out to us!
This is a relatively new update which you can check out in the following documentation that highlights the End-of-Life Rollout for the ability to omit the SNI TLS extension, but the SNI extension is now mandatory for requests targeting an Auth0 domain and I can confirm that requests without SNI will fail from now. Please check the above documentation for solutions on how to overcome this.
Another documentation outlining this information, that I recommend looking over, is the Change Notice: Mandatory Use of SNI for HTTPS Requests that came a couple of months before the EOL ( End-of-Life) Rollout and could offer additional information.
Hope this helped!
Gerald