Why I am getting 'Access-Control-Allow-Origin' when I run locally???

Why I am getting 'Access-Control-Allow-Origin' when I run locally???

I am making the following request
  1.              $.ajax({
            type: "GET",
            success: function(response) { 
             console.log(response);
            },
    error: function(xhr, error){
            console.debug(xhr); console.debug(error);
    }
         })

and unexpectedly getting the following response.  

  1. XMLHttpRequest cannot load http://localhost:8181/data/status. No 'Access-Control-Allow-Origin' header is present on the requested resource. Origin 'http://localhost:8080' is therefore not allowed access. The response had HTTP status code 404.
I am able to get around this by wrapping the request in jsonp but not sure why this is the case.  Hope someone can help?