We have a library proteus which uses xmlrpc.client to connect to our server. The server support basic authentication but also session authentication. The session authentication is much faster because the password hash verification is slow by design.
So to be able to use our session authentication method with the library, we need to be able to set our own Authorization header to the ServerProxy. It could be done with a custom Transport class but then we will have to do it twice for Transport and SafeTransport and to replicate the code that select the class out of the uri.
The proposal started from this discussion: https://bugs.tryton.org/issue7783