Header info in the PageReference not working!

public with sharing class FileDownload {
	public Pagereference doAction() {
        Pagereference newPage = new pagereference('https://<<myDomain>>/api/v1/loanadjudicate/<<externalIdValue>>/file/download');
        newPage.getHeaders().put('Ocp-Apim-Subscription-Key', '<<mySubscriptionKey>>');
        newPage.getHeaders().put('Content-Type', 'text');
        newPage.getHeaders().put('Method', 'GET');
        newPage.setRedirect(false);
        return newPage;
    }
}

VF: DownloadPage

<apex:page controller="FileDownload" action="{!doAction}">
</apex:page>