How to configure response body of CORS error in Azure APIM Policy

I am using Azure API Management. And I added the CORS policy to my inbound section.

I noticed that I am getting a 200 status code and empty response body when the origin is not in the allowed-origin, e.g. if my origin header is https://google.com. That is due to the behaviour of terminate-unmatched-request.

However, I don't want the response body to be empty. I want my response body to return {"msg":"COR issue"}.What should i do? I know there are similar questions out there but Ican't find any working solution so far.

    <cors allow-credentials="false" terminate-unmatched-request="true">
        <allowed-origins>
            <origin>https://happygamer.com</origin>
        </allowed-origins>
        <allowed-methods>
            <method>*</method>
        </allowed-methods>
        <allowed-headers>
            <header>*</header>
        </allowed-headers>
        <expose-headers>
            <header>*</header>
        </expose-headers>
    </cors>

Use the given policy to get the response body and status code as well for CORS errors.

<policies>
    <inbound>
        <cors allow-credentials="false" terminate-unmatched-request="true">
            <allowed-origins>
                <origin>https://happygamer.com</origin>
            </allowed-origins>
            <allowed-methods>
                <method>*</method>
            </allowed-methods>
            <allowed-headers>
                <header>*</header>
            </allowed-headers>
            <expose-headers>
                <header>*</header>
            </expose-headers>
        </cors>
        <choose>
            <when condition="@(context.Request.Headers.GetValueOrDefault("Origin") != null && context.Request.Headers.GetValueOrDefault("Origin") != "https://happygamer.com")">
                <return-response>
                    <set-status code="403" reason="Forbidden" />
                    <set-header name="Content-Type" exists-action="override">
                        <value>application/json</value>
                    </set-header>
                    <set-body>{"msg":"CORS issue"}</set-body>
                </return-response>
            </when>
        </choose>
    </inbound>
</policies>

Output-