If this were my team, I would be unsettled by the fact that we never caught it in testing. Did no one write tests to exercise this part of the app - the one where we're handcrafting HTTP requests? Objectively, you need to write more tests. At the minimum, this bug should have a regression test so that it can never accidentally happen again (say when a dev merges an old branch in for whatever reason).
What test would you have written to catch this? One that checks the exact contents of headers passed along? It's possibly they even had tests around this, but were expecting the same output that they were inputting (copy+pasta). Perhaps they had a more "integration"-ee test that actually hit the web with that bad header. At the point they wrote it, that test would have been passing. It wasn't until the parsing server…
I'm far from a TDD purist, but it's clearly true that they're not sufficiently validating their code. If they had been, this would not have happened. I'm not saying this as an attack on their skills as programmers, but as caution to others reading the story: you have to - have to - test your stuff.
It's one thing to lean on third-party libraries and expect them to mostly Do The Right Thing, especially if they're popular and come from a culture of valuing test coverage. If you're writing a Rails app, for instance, you might be forgiven for not writing your own independent validations of the Ruby methods you call. But writing string-building code to implement RFC-defined network protocols? You should have some confidence that your program is generating the output that the other party will be expected. Especially with something as commonly proxied as unencrypted HTTP; you just have to assume that your data will be traversing and analyzed by systems 100% outside of your control.