[ysu]

Besides from a (let's face it) rather negligible power gain (in the big scale of things), another purpose of removing the header would be to reduce heat in the engine compartment.

I'm not sure why you think the gain is negligible. I can assure you it's anything but. Don't just consider the top gain, consider it all across the range, especially with the torque dip gone.

It's so prominent, that my friend said "wow" when he drove my car after the header install & tune. I said the same, btw, but I don't count as it's my car.