Hello @Deivydas Voroneckis ,
Welcome to Microsoft Q&A Platform. Thank you for reaching out & hope you are doing well.
I understand that your Azure Front Door endpoints return 200 when AFD rule set is ON, however they should return 404 as they don't have any routing rule set up for the specific paths.
Please refer the below document which shows how requests get matched to a route configuration in Azure Front Door?
Per the path matching section,
Did you confirm that you don't have any routing rule with a wildcard path that could match with the above endpoints?
Regards,
Gita