This is true to a point, LHSer. In a quite literal sense we do not have headers, well at least not steel tube headers. If you look closely, however, our exhaust manifolds are cast iron versions of 'headers'. They are designed to be as free flowing as possible & still meet the emissions standards. This is true for almost all modern cars. Unlike the old exhaust manifolds on, say, small block chevy's & their square ports all opening up into a large common runner. Our manifolds are as close to headers as possible limited by the castings. I am sure that if you cut open your exhaust manifold you would find some pretty elaborate smoothing and transitioning between exhaust runners when they all come together. All that said, they are pretty efficient for cast iron manifolds, but not as efficient as steel tube headers would be.
While true equal length headers would add some umph to our cars, I don't think that it is worth the trouble to build a custom set. I guess I am not disagreeing or agreeing with your statement.