I have this issue too.
This is not a custom connector. This is the Office Groups Connector (Microsoft), HTTP request action (Preview)

When sent, the CustomHeader1 field wants a string in the format: header-name: header-value
If-Match must be double quote enclosed string (or comma separated list of double quoted strings, or "*"). The expected sent Header would be:
Content-Type: application/json
If-Match: W/"randomstringofcharacters"
Prefer: return=representation
or in JSON representation:
{
"Content-Type": "application/json",
"If-Match": "W/\"randomstringofcharacters\",
"Prefer": "return=representation"
}Using the above in Graph Explorer works as expected.
The raw inputs for this action are look like this

My guess is that the CustomHeader fields split a string on the ":" then build a header object with the Header-Name and Header-Value, then the value is parsed and what comes out is a header value with the escapes included looking like this:
Content-Type: application/json,
If-Match: W/\"randomstringofcharacters\"
Prefer: return=representation
or in JSON representation:
{
"Content-Type": "application/json",
"If-Match": "W/\\\"randomstringofcharacters\\\",
"Prefer": "return=representation"
}Most headers do not require double quotes as part of the value sent, so my bet is If-Match wasn't handled differently than other headers where splitting a string and popping in the values would work fine.
Other HTTP actions handle this without issue by allowing input of Header Name and Value as separate items (this also allows as many headers as needed)

Or by allowing JSON object input for the headers. Maybe implementing this method of Header entry could address this issue.