When you use an HTTP Subscriber on the incoming and you turn on " Add headers to response body" you actually get an “headers” and “body” key, instead of the “data” key described.
On the HTTP Transformer it works properly, with headers/data.
Should help others if you change the label in the HTTP Subscriber text.
Changing the key would not be a great idea, since that will break all the HTTP Subscribers that have the checkbox on and expect “body” as key 