I have the same question actually. I've posted about similar changes in iOS 14 before (https://developer.apple.com/forums/thread/657824). Is there any chance this can get reinstated?

No, not exactly. In that case last year, manually set UA’s would not be respected in CONNECT requests for any NSURLRequests. The behavior that I currently see is that no user agent whatsoever is passed for CONNECT requests. This feels quite arbitrary to me, as all other requests (GET/POST/…) do function as expected.

I can confirm that this bug is still present in iOS15 beta 2.

Update: this bug still exists in iOS 15 beta 3. Is there any movement in the bug reports mentioned in this thread?