This person explains a bit more what is going on based on this very same post. Here's his/her explanation:
...when a request is made to the server and the HTTP Host is empty, nginx sets the HTTP host to the gunicorn sock.
I can generate this error using curl:
curl -H "HOST:" MY_DOMAIN_NAME -0 -v
This sends a request without a HTTP Host. The -0 causes curl to use HTTP version 1.0. If you do not set this, the request will use HTTP version 1.1, which will cause the request to be rejected immediately and not generate the error.
The solution is to replace $http_host with $host (as pointed out on Stackoverflow). When HTTP Host is missing, $host will take on the value of the “server_name” directive. This is a valid domain name and is the one that should be used.