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Sure they're shady and that needs to be blocked, but security implications? Pretty much nil.

Fingerprinting. Vulnerability discovery. Messing up programs that don't know how to deal with unexpected HTTP requests.

Timing attacks can be used to determine if the TCP connection was successful, even if no data could be exchanged because the WebSocket failed to negotiate.

The original post about this seemed to indicate it might be being used to track, identify, and/or verify a client is a real system vs. a bot