I've never seen people do a header before exhaust, mainly because it doesn't make sense. With a header on a stock exhaust, the stock exhaust is going to only be able to flow out so much extra exhaust gases that the header is able to flow.

At least with the exhaust system it's at the tail end (no pun intended) of the exhaust flow and are able to see gains simply based on increased flow from the stock exhaust unit.