The ConnectCallback is provided with a SocketsHttpConnectionContext that includes the InitialRequestMessage.
By the time the callback runs, the initial request may have already been completed and returned to the user, or it is being sent by a different connection. That is, a different thread may be accessing the headers while the callback is running.
As a result, any access of InitialRequestMessage's headers is problematic.
Related: #61798, #65379