Microsoft exposes JWKs without the alg header. It's only included on the
tokens. Not a problem.
Also noticed that wrt the `typ` header:
> It will typically not be used by applications when it is already known
that the object is a JWT. This parameter is ignored by JWT
implementations; any processing of this parameter is performed by the
JWT application.
Since we know we are expecting JWTs only, I've followed the guidance and
removed the validation.