See thats what I thought. Wrap the headers, up pipe and down pipe! That man is just silly to say don't do it. So now i'm gonna do it!!! Gracias amigo!!
Dunno about silly. It really depends on what the pipes are made of and how they're finished. Wraps can collect salty moisture and dramatically accelerate corrosion. Maybe you have good pipes and little road salt- might last quite a while. Maybe they're cheap pipes and you don't care about having to replace them in two years.
There are obvious benefits to wrapping the pipes- just make sure they outweigh the problems.