Send `identity_headers` through the wire

Change I09f70eee3e2777f52ce040296015d41649c2586a, introduced a bug where
the identity_headers are not added to the request headers anymore
causing the former to be completely ignored and useless.

This patch fixes that issue by restoring the previous code. A new test
has been added to avoid regressions.

Closes-bug: #1394965
Change-Id: I1b1633636448398cf3f41217f1d671b43ebd9946
Merge "Send `identity_headers` through the wire"