Hello Lucas,
There does indeed seem to be a minor problem with the Windows.Media.Streaming DLL; it calls WinHttpOpen with an Agent parameter of "User-Agent: Microsoft-DLNA DLNADOC/1.50" when it should let WinHttpOpen add the "User-Agent: " header name.
Windows_Media_Streaming!_DownloadFileFromDevice+0x1a4:
call qword ptr [Windows_Media_Streaming!_imp_WinHttpOpen]
> du /c99 @rcx
"User-Agent: Microsoft-DLNA DLNADOC/1.50"
Identifying the cause of the problem is easy but getting it fixed is a different matter - I don't know of any effective way of reporting such errors without a support contract with Microsoft. In any event, it will be a long time before it is fixed, so you will probably just have to accept this behaviour for the near to medium term.
Gary