[14.0] Cannot set CORS header when using an error

[Lukwos]

Module

base_rest

Describe the bug

When I use cors (_default_cors in controller or cors param in route) I get the appropriate header when I return a value in my service function but when I want to throw a AccessDenied error I don't find the cors header.
I don't know if it's supported to use error to send http error status like 403 in base_rest

To Reproduce

raise odoo.exceptions.AccesDenied in service function