capture_headers option ignored with remote agent cfg

[kruskall]

Describe the bug
While testing elastic/apm-server#10467 an issue was discovered in which the go agent was ignoring the capture_headers option. The test was carried out with a test application and and Elastic Agent managed APM Server (without fleet).

app:

package main

import (
	"fmt"
	"net/http"

	"golang.org/x/net/context/ctxhttp"

	"go.elastic.co/apm/module/apmhttp/v2"
	"go.elastic.co/apm/v2"
)

var tracingClient = apmhttp.WrapClient(http.DefaultClient)

func serverHandler(w http.ResponseWriter, req *http.Request) {
	resp, err := ctxhttp.Get(req.Context(), tracingClient, "http://example.com")
	if err != nil {
		apm.CaptureError(req.Context(), err).Send()
		http.Error(w, "failed to query backend", 500)
		return
	}
	defer resp.Body.Close()
	fmt.Println(resp.Status)
}

func main() {
	http.ListenAndServe(":8080", apmhttp.Wrap(http.HandlerFunc(serverHandler)))
}

To Reproduce
Steps to reproduce the behavior:

1. Create an EA managed APM Server (you might want to reduce the agent config cache)
2. Run the example app: ELASTIC_APM_LOG_FILE=out.log ELASTIC_APM_LOG_LEVEL=debug ELASTIC_APM_SERVER_URL=<apm_server_url> ELASTIC_APM_SECRET_TOKEN=<token> go run main.go
3. Send a request to localhost:8080
4. Make sure the agent is working and you can see APM data in kibana
5. Update the agent settings in kibana to enable capture headers
6. Send a request to localhost:8080
7. stop the example app
8. open out.log and look at the warning:

{"level":"debug","message":"central config update: updated capture_body to all"}
{"level":"warning","message":"central config failure: unsupported config: capture_headers"}
{"level":"debug","message":"central config update: updated log_level to debug"}

Expected behavior
A clear and concise description of what you expected to happen.

No warning