Do you have a source on that "should" part. Because the spec disagrees https://www.rfc-editor.org/rfc/rfc7230#section-3.2.4:
> Historically, HTTP has allowed field content with text in the ISO-8859-1 charset [ISO-8859-1], supporting other charsets only through use of [RFC2047] encoding. In practice, most HTTP header field values use only a subset of the US-ASCII charset [USASCII]. Newly defined header fields SHOULD limit their field values to US-ASCII octets.
In practice and by spec, HTTP headers should be ASCII encoded.