By default, the Indy library adds a content body to HTTP responses if there is no ContentText or ContentStream assigned. If you want to return an empty response body (for a 404 error or similar), you can use the following approach.
Create a new TStringStream without content and assign it to the ContentStream property of the HTTP Response. This way the HTTP response will be sent without the default HTML tags.
Example
procedure OnCommandGet(AContext: TIdContext; ARequestInfo: TIdHTTPRequestInfo;
AResponseInfo: TIdHTTPResponseInfo);
begin
AResponseInfo.ContentStream := TStringStream.Create('');
AResponseInfo.ContentType := 'text/html';
AResponseInfo.ResponseNo := 404;
end;