Based on profiling both, the main difference appears to be that the requests version is doing a DNS lookup for every request, while the http.client version is doing so once.
# http.client
ncalls tottime percall cumtime percall filename:lineno(function)
1974 0.541 0.000 0.541 0.000 {method 'recv_into' of '_socket.socket' objects}
1000 0.020 0.000 0.045 0.000 feedparser.py:470(_parse_headers)
13000 0.015 0.000 0.563 0.000 {method 'readline' of '_io.BufferedReader' objects}
...
# requests
ncalls tottime percall cumtime percall filename:lineno(function)
1481 0.827 0.001 0.827 0.001 {method 'recv_into' of '_socket.socket' objects}
1000 0.377 0.000 0.382 0.000 {built-in method _socket.gethostbyname}
1000 0.123 0.000 0.123 0.000 {built-in method _scproxy._get_proxy_settings}
1000 0.111 0.000 0.111 0.000 {built-in method _scproxy._get_proxies}
92000 0.068 0.000 0.284 0.000 _collections_abc.py:675(__iter__)
...
You’re providing the hostname to http.client.HTTPConnection() once, so it makes sense it would call gethostbyname once. requests.Session probably could cache hostname lookups, but it apparently does not.
EDIT: After some further research, it’s not just a simple matter of caching. There’s a function for determining whether to bypass proxies which ends up invoking gethostbyname regardless of the actual request itself.