Speaking generally: I think most website security scanners (Webbkoll, Observatory, et al) lend themselves to cargo-cults. You don’t need most Content Security Policy directives for a PNG file, for instance. Warning against a missing X-Frame-Options feels wrong: even the latest version of iOS 9—the oldest iOS release to support secure TLS 1.2 ECDSA ciphers—seems to support frame-ancestors (correct me if I’m wrong).