It is purely due to fact that developers on Xbox (where GDK is mostly used) do not have free access to sockets but instead have to clear every network connectio

It is purely due to fact that developers on Xbox (where GDK is mostly used) do not have free access to sockets but instead have to clear every network connection with Microsoft. This is much easier to do if every http call goes through WinHttp which they can control/monitor easily on the console.