No. You do not have to remove the header pipe. You have choosen a hard road debaffeling one. to me it was cheaper to go to a custom exhaust shop and buy some chrome tips that I like, and clamp them on. $100 a side easy peasy. The one I used had some sweet 3" slash cuts that where 28 inches long. The guy even welded in a sleeve that made the adaptation easier.

I have no faith in human perfectability. I think that human exertion will have no appreciable effect upon humanity. Man is now only more active - not more happy - nor more wise, than he was 6000 years ago. Edgar Allan Poe