It is pretty rare but if yours is a phase 2 it is more likely than the phase 1. Phase 2 I believe were 99 up. They look just like the single cam 2.5 where the spark plugs go through the valve cover. They can end up having the same external issues as the 2.5 since they used similar gaskets from the factory. They are still not as common as the 2.5 as far as I have heard. If yours is a phase 1 you should be able to go well over 200k before anything pops up if it ever does.
I am in no way an authority on this, just relaying what I have seen and heard.
Are you having a problem with one or just looking at one?
Rarely - but increasingly so due to age, not because of a pre-existing headgasket issue though as seen on EJ25's.
Any older vehicle is subject to headgasket problems based on age and increased risks. Radiators, leaking hoses (upper and lower radiator hose, bypass hose, heater core inlet and outlet, throttle body), thermostat, radiator fans, fan relays, temp sensor, air bubbles in an EJ engine...all can cause coolant loss or overheating, which can lead to headgasket failures on any engine (regardless of whether or not they were "bullet proof" or "head gasket" prone to begin with).
Also, EJ22's come in lesser models that are very undervalued where I live (mostly due to rust), and there are many owners of them around here that don't want to put much into maintaining them....meaning poor maintenance, more likely to have been compromised in some way (overheating being one possibility).