I don't think there's a CORS issue.
Why webpack use jsonp to get chunk script?
This is generated webpackBootstrap.
/******/    // install a JSONP callback for chunk loading
/******/    var parentJsonpFunction = window["webpackJsonp"];
/******/    window["webpackJsonp"] = function webpackJsonpCallback(chunkIds, moreModules) {
/******/        // add "moreModules" to the modules object,
/******/        // then flag all "chunkIds" as loaded and fire callback
/******/        var moduleId, chunkId, i = 0, callbacks = [];
/******/        for(;i < chunkIds.length; i++) {
/******/            chunkId = chunkIds[i];
/******/            if(installedChunks[chunkId])
/******/                callbacks.push.apply(callbacks, installedChunks[chunkId]);
/******/            installedChunks[chunkId] = 0;
/******/        }
/******/        for(moduleId in moreModules) {
/******/            modules[moduleId] = moreModules[moduleId];
/******/        }
/******/        if(parentJsonpFunction) parentJsonpFunction(chunkIds, moreModules);
/******/        while(callbacks.length)
/******/            callbacks.shift().call(null, __webpack_require__);
/******/    };
 
     
     
     
    