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The form "User-agent" is not incorrect, merely unconventional 
(see RFC 2616, section 4.2).

The .capitalize() calls were introduced to make headers 
properly case-insensitive while keeping old code working -- 
see patch 649742.

The problem has arisen because urllib2 recently switched to 
using httplib.HTTPConnection (and the .request() method in 
particular, which sends Content-Length automatically) where 
previously it used httplib.HTTP (which did not send Content-
Length automatically).

The real problem is that httplib.HTTPConnection.request() 
sends some headers without checking that they aren't 
already in the explicitly requested headers.  I have submitted 
patch 997626 to fix this.

Thanks for reporting this, Johannes!