Indeed, it would be a huge security hole if it did. There are ways for a
remote system to execute code as a response to receiving specific data, but
those ways _must_ remain solely under the control of the remote system.
Allowing the host of the data to send data and then force it to be handled
in a particular way would open things up completely, allowing any arbitrary
exploit a person wanted to implement.
Of course, if you have control over the receiving end too, then you can add
whatever header you want to the HTTP response (such as one describe
command-line options to use), or even implement a completely new non-HTTP
protocol that provides the functionality you want.
But when you do not have control, you actually _do not have control_. That's
on purpose. :)