If you use standard Mendix webservice call it will always create a SOAP/XML message, no matter what you define in the header.
Webservices always expect soap/xml. If you need to call a service with a json payload you can use a REST call.
What exactly did you put in as the header key and value?
You could try to use https://requestb.in/ to inspect the exact request that is being made including all headers, and see if there's anything strange in there. Hope that helps!