Actually I have, I don't much care for the look either but it does infact keep temps down and being in the desert with 100+ degree weather, I just might.
Another idea would be to wrap the header before installation. It's dry enough there that you wouldn't have any issues with moisture soaking and rusting. Another idea may be a vented hood? I know there was one company that just made one. You've probably seen it. Not my cup of tea.
I got a question, the header is supposedly coated from Jackson Racing and it does look coated so will I have an issue trying to get the WB bung welded in?
they have to grind the coating off where u want the bung installed...so that might be a problem
you could just get those new clamp in bungs that AEM makes, there pretty nifty