O2 simms only trick the car into thinking you have cats, and thus, not throwing a code. So basically, O2 simms will cause you not to have an SES light. If you had cats before, it will seem like its rich from the smell, when it actually may not be. Mine isn't, but still has that gas smell from the lack of cats. However, running rich does usually happen after a header install. I am not sure why people even get O2 simms... Since they should get the car tuned anyways to lean it out, the O2 codes can be deleted at the same time, saving you some money.
Basically...no, not having O2 simms will not hurt performance. I didnt have any for about two months, just an SES light.
[EDIT]: Oops, a little late, oh well