The headers and footers in a PDF are merely a part of the text, which a conversion will insert right before/after every pagebreak. And PDF is a fixed-position format, so it works there.
Kobo does headers and footers for their store-bought KEPUB format, and it irritates at least as many people as it pleases. Personally, I fall in the "irritated" category -- I want my ereader to just show the book (and location/progress/pagenumbers in a sliver of the bottom).
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