Cause the headers don't insulate the exhaust noise as good as the thick manifolds do.
I did a trip this weekend. 150 miles with my 1-3/4 cal speeds, on the 6.0 and got right at 15 doing 77-79. Getting retune for motor and headers now so will post back as to how the mileage is.

 

Any more opinions on this topic?

I am looking to get atleast a muffler and my tips installed in the next 2-3 weeks and debating on the headers.

 

Headers are done for more performance. Headers are also one of the few performance mods that doesn't hurt mileage much. But, if you install headers and expect significantly better economy, plan to be disappointed. Like I said in an earlier post, I installed an intake tube, headers, ORY, and was tuned for performance and only lost 1 mpg. That's well worth gaining 50 hp in my opinion. The truck is way more fun to drive and tows better now. If I was worried about gas mileage, I'd leave it stock and drive like a granny.

 

I am not expecting massive ecconemy .5-1 mpg better would be nice or equal atleast with a few ponnies.