If you're coding something up, why wouldn't you know that piece of code does a HTTP/s request? Based on what you said, it sounds like a scenario where a programmer doesn't know how a request was made. Are there examples of scenarios where that's the case?
Sounds like a bit of a security nightmare where there's code doing arbitrary requests.
Maybe you are generating HTTP requests through an API and need to see which headers it sets by default, or which headers are or are not getting set due to a misconfiguration or bug.
There are probably loads more use cases, and if I actually did programming for a living, I could probably list a lot more.
libcurl is used on billions of devices across the world and has plenty of debugging capabilities.
MITM proxy works across all languages.
Because tracing all side-effects in a huge codebase with a lot of libraries and layers can be a daunting task.
Update: if you haven't worked with 20 year old >1m LOC codebase which went through many different teams and doesn't have any documentation whatsoever, you may lack necessary perspective to see value tools like this.
Yes, "tools are helpful", but whether there's a python/http specific tool that doesn't do what more generic tools do remains to be seen.