That looks like a bug in urllib3 to me.  The host is *not* '[2620:125:9014:3240:14:240:128:0]', the host is '2620:125:9014:3240:14:240:128:0'; the brackets are merely for disambiguating the port.

Compare to urllib.parse.urlsplit:

>>> from urllib.parse import urlsplit
>>> s = urlsplit('http://[2620:125:9014:3240:14:240:128:0]:8080/api/python')
>>> s.hostname
'2620:125:9014:3240:14:240:128:0'
>>> s.port
8080
>>> s.netloc
'[2620:125:9014:3240:14:240:128:0]:8080'

I'd recommend pursuing this with urllib3, but do take a look at existing IPv6 parsing issues there as a cursory glance at their bug tracker shows several of them.

That said, I don't know of any particular reason not to strip brackets in HTTPConnection anyway.  Brackets cannot be part of a valid hostname, can they?