HTTP is being used for a lot of different purposes these days and it is not uncommon for a gateway to intercept an HTTP and extract or stuff data into it.
Cookies are a good example.
The user agent usually does not interpret them but rather just sends them back in the same format. In this case, it is very handy to be able to insert data into the stream in Unicode regardless of the character set of the stream. These aren't always the same thing in theory or practice.