Cast iron is a great insulator. Your stock manifolds do a pretty decent job of keeping exhaust heat inside and not letting it in the engine bay. Stainless steel on the otherhand is much thinner and simply leaches heat in the engine bay. The analogy I use is that an uncoated header is like a garden hose with a million tiny holes in it. Because the hose disipates water through all the tiny holes, the end result is that water comes out the end of the hose slower. An uncoated header is is the same way. Heat leaches out the entire length of the primary, and the end result is that exhaust is less pressurized, and velocity to the collector is slower. This is a bad thing because you want heat, and exhaust to leave the engine as fast as possible. Also, the quicker exhaust gas leaves the cylinder head, the quicker new air can replace it. If you coat a header, it seals all the "holes" that exhaust gas "leaks" out (going back to the hose analogy). With no where to go, the hot exhaust gasses become highly pressurized and leaves the engine much faster. As it leaves, it creates a vacum effect that pulls the next pulse of air into the cylinder header, which will actually makes your engine breath much easier.

Now you understand why I chuckle when someone says there is no need to coat a stainless header because it will not rust. Coating has performance gains that IMO take precedence over any corrosion/looks advantage. I am personally a firm believer in coating, and run it on every car with headers we have owned. One thing to note is that if you plan on FI, or Nitrous, you are much better off selecting Jet Hot Extreme Sterling, Jet Hot 2000, or PM-FL 2000 degree coating. Jet Hot 1300 will live fine on most nitrous, and supercharged cars..there is always the possiblity. I have sold hundreds (maybe thousands) of coated headers, and have only had three customers have a waranty claim on the 1300 coating. One guy had a shitty leaned out tune (which will ruin any coating), and the other two were supercharged, and running pulleys. Now that Extreme Sterling is out, Jet Hot recommends the Extreme Sterling for FI, and nitrous apps.