always update thrift header write list in headerbp client middleware

[pacejackson]

💸 TL;DR

This is really just to make the code cleaner since it technically works because thrift.GetWriteHeaderList returns the underlying list, not a copy, and slices.Delete deletes from the source slice. I think the code is a lot clearer and less likely to have a bug later if we always set the outgoing header list.

I verified this by adding a test case. The test passes without my changes, but it fails if I copy outgoing before deleting the headers from it.