If the protected resource request does not include authentication
credentials or does not contain an access token that enables access
to the protected resource, the resource server MUST include the HTTP
"WWW-Authenticate" response header field;
Yes I guess they should.
We could add it to the example and also refer to it in the problem type description, referring to the OAuth2 spec for further info.
Shouldn't these problem responses contain a WWW-Authenticate HTTP response header?
See https://www.rfc-editor.org/rfc/rfc6750#section-3