Checking HTTP headers with asyncio and aiohttp
IMO your code should look more like this:

import asyncio
import aiohttp
URLS = [...]

if __name__ == "__main__":
    print(
        asyncio.get_event_loop().run_until_complete(
            asyncio.gather(*(foo(url) for url in URLS))))


Where individual URL is processed something like:

async def foo(url):
    async with aiohttp.ClientSession() as s:
        async with s.head(...) as r:
            return url, r.headers[...]


Note separate session for each URL.

Additionally, exception handling may be needed, in which case, it should be encapsulated inside foo.