That depends on the design of the headers. Considering the other mods that Nick has done, my thought is that the exhaust manifolds are the chief limiting factor in his Explorer IMHO. You're right, the wrong headers can overscavange the engine at low RPM (meaning that the when the exhaust flows out of the valve, it pulls some of the intake charge with it). But, I don't think that aftermarket headers for this engine will have that design problem unless they had to cut corners to make them fit.
I don't know of too many exhaust manifolds that are tuned that well, though some are better than others. The main problem with most manifolds is that they don't have equal length runners, resulting in uneven backpressure between the different cylinders. It's at best, a compromise with some cylinders having too much and others too little. Shorty headers sometimes have this problem as well, though not as bad.
Nick's got the intake flow increased, the heads are better, the exhaust pipe and converter are opened up, but the old manifolds are the same. So, in his case, I think they'll help.