HTTP header fields are not supposed to have line breaks unless followed by a space or tab. So the server is actually providing a faulty response.

However Python could do better at handling this case. There is already a bug open for this: Issue 24363.

For the record, the full server response I get is:

'HTTP/1.1 200 OK\r\n'
'Server: nginx\r\n'
'Date: Sat, 11 Jun 2016 14:47:19 GMT\r\n'
'Content-Type: text/plain\r\n'
'Transfer-Encoding: chunked\r\n'
'Connection: close\r\n'
'Vary: Accept-Encoding\r\n'
'Strict-Transport-Security: max-age=15768000; includeSubDomains; preload\r\n'
'Public-Key-Pins: \n'
'pin-sha256="306cc4Cc2py0x48ZiX2G5vt5OxF9afmouqccrFqb8Jc=";\n'
'pin-sha256="dWkVtg0EuckExnceVFvu3tuEApEygbxr2FPTlpHAUrQ=";\n'
'pin-sha256="DjjVxb2/6kxfX8qyP2TE/j8B0tOB60MhTTvJdNsFPaU=";\n'
'max-age=5184000; includeSubDomains;\n'
'report-uri="https://rugkdyndns.report-uri.io/r/default/hpkp/enforce"\r\n'
'\r\n'
'28\r\n'
'Bug: https://bugs.python.org/issue27296\n'
'\r\n'
'0\r\n'
'\r\n'