This rather long MDN article will help you understand what is going on - https://developer.mozilla.org/En/HTTP_access_control
Mostly you came across a cross-domain security model
If you are categorical that you do not want to compile CSS on the server, you can try to serve it from your own subdomain, i.e. map subdomain to Amazon CDN, but I'm not sure what to fix your problem.
In fact, I would ask why you do not want to compile the server .CSS server, as this will lead to better performance for your visitors and allow you to easily place CSS on a CDN.
After HTML, CSS is the next most important element to get into the browser, so that it can start page layout and rendering by inserting JS into the mix, which you slow down (especially since JS can block the parallel loading in some browsers and will block the user stream interface during its execution)
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