Range queries don't transmit other headers on Requests

[srijan55]

Discussed in #4410

^{Originally posted by srijan55 August 9, 2021}
Hi, I am using Cortex in FrontEnd only mode, talking to a prometheus service serving the queries. But I found that the roundtrip tripperware , which takes care of aligning and splitting queries, strips of any headers which I specify on my queries and hence they don't reach my prometheus service.
Are there known reasons for why this approach was chosen. I see that apart from OrgId all the headers are removed (including authorization headers)

[srijan55]

Linked PR fixes the issue. Please help review and merge.