here is their quote
A prototype header was also produced for the Protege. The Protege is equipped with a catalytic converter located directly under the stock exhaust manifold, which makes the production of a conventional design header rather difficult. In an attempt to discover if the 2.0 liter Protege engine responded to a "conventional" header design, a rather unorthodox looking header was fabricated to test this premise. In order to extend the header primary tubing to the desired length, the primary tubing on the prototype header was wrapped around the upper radiator hose, then routed down to the catalytic converter. This design stood little chance of making it to production, but subsequent testing confirmed our beliefs that the catalytic converter was a "power-robbing" source. This header was not included on the prototype delivered to Mazda. Further testing on a header for the Protege has not been conducted.