When reading a file from the web the only options available to configure the client is the Authentication section. In some cases it is needed to tweak some of the client settings in order for requests to properly get though. 
Sometimes it would be nice to add custom headers or change the SSL settings for example.

Of course the workaround is to just stick a HTTPCaller followed by a feature reader, however, this also means that you need to deal with temp files etc etc which just adds complexity to the workspace