Even though we use HTTP 1.0, where closing connection after sending
response should be the default, some servers ignore this requirement and
keep the connection open. So, explicitly send corresponding header to get
the expected behavior.
This is controlled by parse_headers param to request(), which defaults to
True for compatibility with upstream requests. In this case, headers are
available as .headers of Response objects. They are however normal (not
case-insensitive) dict.
If parse_headers=False, old behavior of ignore response headers is used,
which saves memory on the dict.
Finally, parse_headers can be a custom function which can e.g. parse only
subset of headers (again, to save memory).