Your stock heat exchangers as well as SSI's ARE headers: they simply are wrapped in a shroud to heat the cabin. You can see this for yourself by peering down into the heat outlets to see the tubing.
The main (and very important) advantage to SSI's is the use of 304 stainless instead of mild steel to prevent corrosion and the entry of carbon monoxide into the cabin which is an extremely dangerous condition.
Headers will not make an appreciable difference in the current state of tune.