HTTP/1.1 uses keep-alive connections by default. A client or server must explicitly indicate that they don't want Keep-Alive behavior by sending a Connection: close
header.
The Connection: Keep-Alive
header is sent on the first request only because the client doesn't yet know whether the server supports HTTP/1.1
or if it will return a HTTP/1.0
response. After the server confirms that it supports HTTP/1.1
by sending a response using that version, the client knows that it can safely drop the redundant header.