We work on many engines for folks who actually race them competitively, where every little bit counts. My dyno headers are made to (a) fit and clear the cart or stand on any dyno I may visit, and (b) share the same step lengths, sizes, and collectors that will be used in the vehicles in which the engines get raced. When we dyno engines other than race-only engines, it probably helps the numbers, but they are in fact numbers generated by THAT engine. Generally speaking, most engines will need two or three less jet numbers when run through a full exhaust than the best tune when run "open headers" on a dyno. Most of my race engines come right off the dyno, go right in the race car, and require no additional tuning, so the dyno headers are very representative of the step headers we use in the cars. For me, it is about repeatability and accurate tuning in an environment that is as close to the real situation as possible for the racing engines. Numbers don't mean as much as the ET slip. Using dyno headers has never produced any ill effects for street engine customers. Lately, we have done more and more work with custom headers and collectors for the street/strip crowd. You can tell the difference in good header design by the butt-o-meter too, you don't have to have a race car to feel the benefits.
When scavenging is very efficient, it will require a richer mixture on the intake side. Better exhaust means less garbage is burped back into the cylinder and the intake manifold at overlap. More power will require more fuel.........physics. I have never seen a header or a collector pick up power that didn't show to be leaner in an A-B test, and when it is fattened up..........a little more power comes with it. When whatever you hang on it for exhaust hurts power, it has always richened it in the process on everything I have tested.