Converts data in a HashMap to a custom object
As dustytrash already mentioned in a comment, it would be much more sensible to simply use the Response object as the map key and be done.

If this is not possible due to unknown external constraints, move the translation to and from String into the Response object.

class Response {
    public static Response fromString(String s) {
        // ... do the parsing here
    }

    @Override
    public String toString() {
        // generate "98U|6765" or whatever
        // debatable: maybe don't use the overridden toString for the technical representation
    }
}


This encapsulates the nitty-gritty details of conversion in the class itself.

The converson then boils down to

map.keySet().stream()
    .map(Response::fromString)
    .collect(Collectors.toList());