sounds weird to me too, although I guess there could be a script that was not allowed to do CORS that then instead created an inline script and did its CORS stuff in that script - about the only way I can think of it being bad.
> although I guess there could be a script that was not allowed to do CORS that then instead created an inline script and did its CORS stuff in that script
Wouldn't even matter, as it's the origin of wherever it ends up being executed that matters, not where the code was loaded from. So JS code loaded from cdn.jquery.com on mywebsite.com would have the origin mywebsite.com, even if loaded with a typical <script> tag.
In short, CORS applies to network requests made by scripts, not to the scripts themselves