I expected these lines also in stdout. I'd say they appear in linux (I don't have a linux machine right now to say). To be honest, my idea of this behavior in linux didn't include httpS, so this could be the cause.
Well, using plain http in Windows results in the same output:
C:>curl.exe -i http://www.curlpp.org/ -s
HTTP/1.1 200 OK
Content-Type: text/html; charset=utf-8
Last-Modified: Fri, 05 May 2017 05:25:58 GMT