I'm currently working with an REST API that has spaces in its url. Therefore I have to encode the URL before calling the REST service. My suggestion is to encode all URL's by default so that nobody gets errors on the URL. I realise it is a minor improvement, but on the other hand, It's only one line of Java code.
I could for sure store an encoded url, but for readability this isnt desired.
A URL can't contain a space, just as a URL can't contain a bat sign. So, the REST API can't have a valid url and have spaces in its URL.
Seems to me like Mendix is doing the correct thing here in not messing with the URL you provide.