Having set "Hide Authentication Failure Reason" in "Service Configuration", then if the user doesn't exist, the next page gives a link to "Forgot Password?".
Clicking on "Forgot Password?", then the page shows json data:
GET https://vip.example.com/default/identity/v1/PasswordResetInitiator/Q [...omitted for brevity...] 9 HTTP/1.1
{"errorCode":"0000003","errorMessage":"Missing Authorization header"}
Upgrade VIP Authentication Hub to the version 3.3 to fix this issue, when this version will be available.