CORS Error when using .page.js, but not .page.server.js to fetch external csv ressource with SvelteKit

There are many similar question, but none really made me understand this very basic problem in plain english.

I am trying to fetch the data from this csv file in my SvelteKit-Application.

I first tried to load it in a load-function in the +page.js file like this:

//+page.js
import Papa from 'papaparse';
export async function load({ fetch }) {
    const res = await fetch(
        'https://sites.ecmwf.int/data/climatepulse/data/series/era5_daily_series_2t_global.csv'
    ).then((r) => r.text());
    const { data } = Papa.parse(res, { header: true });
    return { data };

However, I’m getting this error on the server (my terminal where I started the dev-server)

Error: CORS error: No 'Access-Control-Allow-Origin' header is present on the requested resource at universal_fetch (<path....>node_modules/@sveltejs/kit/src/runtime/server/page/load_data.js:257:12) at process.processTicksAndRejections (node:internal/process/task_queues:105:5)

By what I understand what’s happening here is that locahost is making the fetch-request to that ressource, but it’s not allowed. Am I right in the assumption that I cannot do anything agains that, but the server where the file lives whould have to do change something in their settings?

When I put the same file in the +page.server.js, I can fetch the ressource as the request is coming from my node-server right? I then, can pass the data forward to the frontend right?

I know this is a really basic question, but it causes a lot of confusion for me. Especially because I just tried to read the file with R and the read_csv-function without any issues. Why is that working so smoothly, but the fetch on the frontend is not?