json works with Unicode text in Python 3 (JSON format itself is defined only in terms of Unicode text) and therefore you need to decode bytes received in HTTP response. r.headers.get_content_charset('utf-8') gets your the character encoding:
#!/usr/bin/env python3
import io
import json
from urllib.request import urlopen
with urlopen('https://httpbin.org/get') as r, \
io.TextIOWrapper(r, encoding=r.headers.get_content_charset('utf-8')) as file:
result = json.load(file)
print(result['headers']['User-Agent'])
It is not necessary to use io.TextIOWrapper here:
#!/usr/bin/env python3
import json
from urllib.request import urlopen
with urlopen('https://httpbin.org/get') as r:
result = json.loads(r.read().decode(r.headers.get_content_charset('utf-8')))
print(result['headers']['User-Agent'])