I would say if your header is leaking it would have more an effect on engine temps due to tuning, other than what the heat transfer effect would have. The gasket does have an effect on engine temps, that is why there is cooling plates between the engine and the pipe, but in my opinion it's the seal thats more important. The flame is escaping onto the flange, and not out the pipe. A header leak will form a hot spot on the block.