WM, its in the steel. The Cheap steel tubing that they're made from, then they're made from the lightest stuff avail., ga. wise. The heat takes all the temper out of if, well, I should say what little it had, and then the rust eats at it, then when things get heated, the rust goes away, released into the oxygen.
Ever notice when you take a cutting torch to a piece of plate, you preheat it, then the rust seens to magically dis appear?
Rust, only happens when steel, bare steel is exposed to oxygen. Heat it with the flame of a torch, and it goes away. Its got oxygen locked into it.
I call it the BBQ Grill effect. Get that cheap BBQ Grill, don't use it much, but it sure looks ugly really fast. Same thing with welding on sheetmetal. Get things all hot, welded up nice....doesn't seem to be what you do to that dawm piece, it always seems to rust.
Plain and simple, the metal structure is changed, carbon is removed, temper is removed.
When you pay for the better headers, its usually the tubes are a little thicker, and the flanges are a little thicker and better.
Really, thats the only way around this, better steel or stainless conponents....Or with the ceramic coatings, that, lock out the oxygen. Scratch that ceramic coating off, you'll have to get them recoated or the messup will occur where that coating has been removed....