Do not set headers with None value
- Regardless of whether they are on the session or not
- Fixes #1920
Assigning to @Lukasa for review and once past that, I will assign it to Kenneth.
FWIW, I think we used to do this back in 1.x but someone recently rewrote the merge_setting function (also they moved which file it is in so I couldn't find it at first =P) and they dropped this functionality. This is a backwards regression but I can understand if we'd rather let the user shoot themselves in the foot.