It's only been in the last couple of months that I've been making my ebooks with headers --- never bothered to do it before, and never thought I'd want to do it. But once I started doing so, it began to really grow on me.
I find adding the headers aesthetically pleasing, and it truly helps "burn" or "reinforce" into my brain that I'm reading such and such by so and so. It's like having 400 or so subliminal reminders per book --- and, all in all, I think it makes the experience more memorable, enriching, and rewarding (or something like that!).
Of course, if you have an eidetic memory or a certain mental vigor --- I supposed this is all a series of moot points...
