The 20.x NET Agent is not reporting HTTP request headers. The previous versions had the same issue.
Release : 14.6
Component : APM Agents
Per the current design, we show HTTP request header parameters only when there is process request method used in the transaction. While the ExecuteAsync method from ReflectedHttpActionDescriptor has request headers in HttpControllerContext, this would require an enhancement request to see them.
US677135 is the Enhancement Request