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OK. I'm inclined to think that we should both remove trailing and leading spaces/tabs should be removed.
Reasons: 
1. Production rules forbid them.
2. Trailing spaces 
 2.a Conformant servers will ignore with a 400 bad request (opportunity for another bugs?)
 2.b Conformant proxies will rewrite the header by removing spaces.
3. Leading spaces are continuation lines. See below.
I had completely missed that. The syntax for headers is:
 header-field = field-name ":" OWS field-value BWS
 field-name = token
 field-value = *( field-content / obs-fold )
 field-content = *( HTAB / SP / VCHAR / obs-text )
 obs-fold = CRLF ( SP / HTAB )
 ; obsolete line folding
 ; see Section 3.2.4
obs-fold is about line folding which is basically a header that would look like:
foo: bar\n
 blah: something
which could be the equivalent of:
foo: bar blah: something
with "foo" the header field-name and "bar blah: something" the header field-value.
which is clearly not the intent of an author doing:
request.add_header('Accept', 'text/html')
request.add_header(' User-Agent', 'foobar/1.0')
because this would be parsed by a conformant server as
Accept: text/html User-Agent: foobar/1.0