The EPIPE error occurs when the server closes the socket and the client sends a
"big" XML-RPC request (I don't know exactly the size threshold).

request() just have to ignore the error because single_request() closes the
socket on error, and so the next call to single_request() will open a new
socket.

Remove also a comment in the HTTP client because it's now wrong: see r70643
and issue #5542.