Although some automated tools flag it as such, the absence of the X-Frame-Options header is not necessarily a vulnerability. While the absence of this header can enable clickjacking attacks, this is true only in scenarios where the affected page exposes a simple UI where an attacker can accomplish something relevant to security with just one or a couple of well-placed clicks.

Conversely, the lack of X-Frame-Options on a YouTube 404 page has no security implications, at least until proven otherwise. :-)

Conclusion

When reporting bugs related to clickjacking, please put together a simple proof-of-concept attack and take a critical look at what's at risk and how likely the required UI interaction would be. If the proposed attack scenario turns out to be unrealistic, your report will probably be rejected.