[fix] omit Connection header from requests made by load fetch

[Conduitry]

This should resolve at least part of #5380. It might be that this ends up being the only thing we want to do as part of that issue. This PR is similar to #3690 which omitted the Host header.

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[Conduitry]

So, this time I lied about having run the tests locally. It looks like some tests need to be updated. Before I do so, I would like to confirm with @Rich-Harris that this is what you were suggesting happen in your comments on #5380.

[Rich-Harris]

It is