Oh, friends, friends. Whoever thought of setting up the so-called Same Origin Policy was, ahem, not very forward-looking.
A bit of history: Microsoft. Internet Explorer 5.0 (released in 1999). Outlook Web Access (OWA) team comes to Trident (IE) and asks for a way for the web page to talk to the Exchange server, asynchronously. They get the XMLHTTPRequest object, currently more famously known as XHR. Seven years later, the industry catches up and understands that XHR can be, indeed, used for Ajax.