You must URLEncode URL parameters for them to be sent correctly.
You can't put a string like {email:example@example.com} in a URL, because it uses special characters which aren't allowed in URLs. If you URL encode it, you get %7Bemail%3Aexample%40example.com%7D (note no braces, colon or at sign, because none of that is allowed in URLs). This is why Construct provides a URLEncode expression. And it's also why it tells you that when you select the "Data" parameter!