This url → {domain}.eu.auth0.com/userinfo/cer got flagged by an external security team from our company. It seems to download a certificate. I am sure it isn’t something to worry about, but don’t know what its purpose is before I can reply to them.
Yes the url will download the root certificate of your tenant. The endpoint is one of many application signing certificates links. You can read more about how Auth0 manage Signing Keys here.