CORS Header if HTML file gets loaded via file:///foo.html?

I would like to use jquery in a file which I open with the file: protocol like this:

file///path/to/file.html

I include jquery like this:

<script
    src="https://code.jquery.com/jquery-3.3.1.min.js"
    integrity="sha256-FgpCb/KJQlLNfOu91ta32o/NMZxltwRo8QtmkMRdAu8="
    crossorigin="anonymous"></script>

My browser (firefox) tells me, that the CORS headers are missing:

https://developer.mozilla.org/de/docs/Web/HTTP/CORS/Errors/CORSMissingAllowOrigin

It would be great, if I could develop with file:// and jquery.

One use case is for education. If you can test via file: protocol the initial overhead for new comers is much lower (at least I think so, but maybe I am missing something).

from CORS Header if HTML file gets loaded via file:///foo.html?