Here is the output of curl
curl -s -I -X POST https://jenkins.api.prod-preview.openshift.io/api/jenkins/start
returns
HTTP/1.1 401 Unauthorized
Vary: Origin
Date: Thu, 14 Jun 2018 01:52:11 GMT
Content-Length: 94
Content-Type: text/plain; charset=utf-8
Set-Cookie: aa9519ad98a50707dccfd4122b9635ea=2d455b885365186e18f9dec390132136; path=/; HttpOnly; Secure
which sets a cookie
And the content type is text/plain instead of Content-Type: application/json