Coating is definitely not snake oil, it will slow energy transfer from the exhaust gas to the exhaust material, and thus slow energy loss altogether, resulting in better gas velocity (through less pressure loss from temp decrease). The percentage of difference is around the 10% mark though. I suspect coating the entire exhaust would yeild the best results as coating the headers just make the next uncoated section the biggest heat sink to suck energy / velocity out of the gas.
Your exhaust will have a slightly higher velocity, therefore slightly more scavenging.
HOWEVER, if your headers are the right size, you have all the scavenging you need. That's why you pick the right tube diameters and lengths if you are serious.
You want the headers to act as a heat sink to get all the benefits they give.
The heat loss is where many of the benefits are vs cast iron manifolds.
If you
want heat retention, you might as well port the iron and save money.
Heat loss at the header aids engine cooling, fights detonation, and shrinks the exhaust gasses so you can run smaller and lighter exhuast system behind the headers.
When the gasses come out hot behind the headers, you need to run bigger pipe/mufflers (more expensive) to handle the expanded gasses. This also adds weight which is effective HP loss!
So, if there really is a slight gain from scavenging, you lose it due to overloaded small exhaust, or heavier larger exhaust. Also from timing cut back to prevent detonation if you are running your fuel and/or compression on the edge. (Which it seems you would be thinking about all the dough you spent on coating!)
Edit:
Forgot about the mufflers...
They are meant to be located as far back from the headers as possible. The closer they are to the extreme heat, the shorter life they have. Heat kills most mufflers.
If you coat the headers and the high heat can't get out until later, you kill your mufflers quicker.
There are other things to consider I am forgetting to I am sure.
I have argued this before, but it has been a couple years.