This article addresses the following question:

• Why does the /.well-known/jwks.json endpoint not include some Security response headers such as X-XSS-Protection, Content Security Policy, and X-Frame-Option? Is it a security concern? 

• Security Headers
•  /.well-known/jwks.json Endpoint

Since this is public (and making requests has no side effects), there is no real concern about cross-site requests. In general, a cross-site scripting attack will look to inject a malicious script to run on the given page that is loaded. An XSS attack of any sort cannot adjust/change the existing page, so as it relates to the /.well-known/jwks.json page, even if somehow there was an ability to do an XSS attack, one wouldn't be able to change the contents of that page, and therefore there wouldn't be an adverse effect for the apps that consume that page to do validation. A page better suited for XSS might be, for example, our login pages/flows where a script could be introduced to, for example, log which keystrokes are made. These flows do include the necessary headers (X-Frame-Options, X-Xss-Protection, X-Content-Type-Options, Content-Type, Strict-Transport-Security, Referrer-Policy, etc). To complete an XSS, there are a lot of factors necessary, and going back to the /.well-known/jwks.json page, it is a very "static" page, so even the ability to find and exploit on that page is very, very unlikely.