[utils] Fix inconsistent default handling between HTTP and HTTPS requests (#4158)

Default headers such as `Content-Type` were only being added for HTTPS requests among other handling.

Fixes bug in https://github.com/ytdl-org/youtube-dl/commit/be4a824d74add1a3b78b8244dff12f4f078f168a

Authored-by: coletdjnz