@Alexander Makarow asked: "What would be the benefit having it? "
So, the problem this would solve is; imagine a use case, for example with a static http factory that tries to auto-detect an http factory implementation (such as Nyholms' or Guzzles'). Having an HttpFactoryInterface would serve the following benefit in such a use-case:
1. If the developer wanted to add his own factory, the HttpFactoryInterface would allow type hinting;
2. We could ensure an HttpMessageFactory implementation always has all the required factory methods to create http message related classes;
3. Implementations (such as Nyholms' or Guzzles') could easily be swappable;
4. It promotes ease of use for creating http messages.
PS: @alexander Sorry, I ended up creating a duplicate post, the one you replied to I deleted, so I'm posting the reply here.