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I think you should be able to reproduce this without Mailman or tox, by just running "python -m http.server".
The problem is the "HTTP/0.9" protocol that Python is assuming does not include a header section, so there is no place to put a 400 status code or header fields. The HTTP 0.9 response is supposed to only be a HTML body; see <https://www.w3.org/Protocols/HTTP/AsImplemented.html> and <https://tools.ietf.org/html/rfc1945#section-6>.
I think we should drop HTTP 0.9 response support from Python’s HTTP server, as well as the attempted but buggy request support. But there was a bit of resistance; see Issue 10721.
Another possibility would be to change default_request_version so that error responses are sent as HTTP 1.0. But there may be more fixes needed for this to continue the buggy HTTP 0.9 support; see Issue 26578.