By default z/OSMF is configured in a secure mode so as not to open up an accidental security hole. The message provided indicates that the remote system (source of the REST call) may potentially be unsecure. This means that the request is denied.
One way of avoiding this issue is to modify the IZUPRMnn member that initializes z/OSMF. The parameter:
CSRF_SWITCH(ON) which is the default can be changed to
CSRF_SWITCH(OFF) this disables the cross site scripting safety mechanism.
The parameters for z/OSMF can be found here.
The specific entry for CSRF_SWITCH is included for reference below and is based on z/OS 2.3.
CSRF_SWITCH(ON|OFF)
Indicates whether Cross Site Request Forgery
(CSRF) custom header checking is enabled for REST API requests. By
default, CSRF_SWITCH is set to ON to ensure that your installation is
protected against CSRF attacks. However, in some limited cases, such
as for testing, you might choose to temporarily disable CSRF checking
by setting CSRF_SWITCH=OFF. However, it is recommended that you leave
this setting enabled to prevent CSRF attacks. For more information,
see IBM z/OS Management Facility Programming Guide. Default: ON
More information on z/OSMF Configuration can be be found here