you may need jquery after all

Grrrr. Just blew like an hour on a pressing project, thinking I was too pure for jQuery--
You Might Not Need JQuery claims that
$.ajax({
  type: 'POST',
  url: '/my/url',
  data: data
});

can be replaced with

var request = new XMLHttpRequest();
request.open('POST', '/my/url', true);
request.setRequestHeader('Content-Type', 'application/x-www-form-urlencoded; charset=UTF-8');
request.send(data);

On firefox and chrome, this does not seem to be the case

My test script was
<?
$res = array();
$res['msg'] = $_REQUEST['bandid'];
print_r($_REQUEST);
print json_encode($res);
?>
and looking at the network panel, the jQuery version does what I expect (using the print_r to mirror what I passed in (i.e. the 'data' parameter in both cases is a simple JS object) and the XMLHttpRequest version seems to send nothing. Probably missing something "obvious" but too tired and stressed to deal with it now.