doc: clarify http.Agent constructor options

Fixes: #26357

doc/api/http.md

@@ -116,13 +116,19 @@ added: v0.3.4
   Can have the following fields:
   * `keepAlive` {boolean} Keep sockets around even when there are no
     outstanding requests, so they can be used for future requests without
-    having to reestablish a TCP connection. **Default:** `false`.
+    having to reestablish a TCP connection. Not to be confused with the
+    `keep-alive` value of the `Connection` header. The `Connection: keep-alive`
+    header is always sent when using an agent except when the `Connection`
+    header is explicitly specified or when the `keepAlive` and `maxSockets`
+    options are respectively set to `false` and `Infinity`, in which case
+    `Connection: close` will be used. **Default:** `false`.
   * `keepAliveMsecs` {number} When using the `keepAlive` option, specifies
     the [initial delay](net.html#net_socket_setkeepalive_enable_initialdelay)
     for TCP Keep-Alive packets. Ignored when the
     `keepAlive` option is `false` or `undefined`. **Default:** `1000`.
   * `maxSockets` {number} Maximum number of sockets to allow per
-    host. **Default:** `Infinity`.
+    host. Each request will use a new socket until the maximum is reached.
+    **Default:** `Infinity`.
   * `maxFreeSockets` {number} Maximum number of sockets to leave open
     in a free state. Only relevant if `keepAlive` is set to `true`.
     **Default:** `256`.