not sure it is correct, I'm sure for some headers, for example Cache-control in response, they should be listed comma separated

Yeah, at the moment this is leaving that up to the user. They can do get to get the last header, assuming only one matters. They can do get_all when they want an array of values, useful when needing to treat them as separate lines like with Cookies, and they can use get_line to get the headers joined into one comma-separated string, which is what the spec says is the only valid way to have multiple values in one string, but with the exception that any headers which already contain a comma (such as Cookies) may need special parsing and so are generally not recommended to use in that way as servers may not parse the header line correctly.

I opted for manual control here rather than encoding all the rules directly into the Headers type, which would be complicated and add maintenance burden to keep it updated, plus would not include any understanding of custom/non-standard headers. Just seemed like a better choice to leave it up to the user and suggest a default in the doc comments.