The difference that you saw with headers is that headers usually produce more power all over the RPM range with no loss of power anywhere. Most people just look at peak power production and see 9-10HP at 5,500 RPM and think that they are not worth it for 10HP, and to be honest a lot of performance parts that only make 10 peak HP may not really make much of a difference as they only make that power on the top and usually lose mid range torque, like with a single plane intake on a very mild engine. Another thing with long tube header that usually improves, and the dyno cannot account for it, is that you get rid of some of the bad horrible bends and kinks in the tubing right after the exhaust manifolds, that in itself will probably make a good improvement, that you will not see on a dyno, as you are not running stock exhaust tubing. Parts that make more power all over the RPM range, from 2500 to 5500 usually make a good difference in performance. I learned this while working on 5.0 Mustangs in the 80's and 90's. One of the most popular performance accessories, and the one that when I sold them everyone said that the car felt much better and when I drove them after the install I could always fell the difference, were underdrive pullies. The underdrive pulley kits, crank/water pump/alternator, would only make maybe 5-6 peak HP on a 5.0 engine, but the cars definitely felt much better and were faster. The pulleys would make more power from idle to redline, and even though it was not a ton, it was everywhere in the RPM range with no loses anywhere.
