Section 1.4 of the HTTP spec talks about the request/response semantics of HTTP; that may be as close as it gets to an explicit statement.
Of course, that only applies to single connections.
Servlet containers -on which most WS implementations are based- can handle parallel independent connections, so if you were to use several HttpUrlConnections for the same URL,
you should be able to increase throughput. The "the underlying network connection to the HTTP server may be transparently shared by other instances" part sounds a bit weird in that context, but I doubt that's what will happens if you have multiple threads. A test will tell, though.