The cURL docs recommend not joining headers yourself

Headers set using CURLOPT_HTTPHEADER should instead be passed as an array and
not as a '\r\n' delimited string. (Either pass one string for just a header or
pass an array and let cURL take care of the rest.)

This is the recommendation, obviously passing a delimited string still works,
but I figured I should be in-line with the recommendation
Updated README with better documentation