Sure, but so is safety engineering. Making mechanisms more obvious to use correctly or fail safe if used incorrectly improves outcomes when flawed human beings use them. It also makes them more pleasant to use in general.
Besides, look at the man page in question. It's talking about this in terms of encoding niceties and doesn't even spell out the possibility of deliberate, let alone malicious multiline values:
"curl makes sure that each header you add/replace is sent with the proper end-of-line marker, you should thus not add that as a part of the header content: do not add newlines or carriage returns, they only mess things up for you."
That's inducing a wrong/incomplete mental model of how this parameter works.