Another reason the stock headers will seal w/o a gasket is the head flange is thinner than most aftermarket headers, and will comply better to the head.
If the stock headers were removed at a dealership, they many times would have exhaust leaks as they do warp like Rob stated, but a common fix then was to cut the header flange between cylinders so each cylinder could seal.
It did not matter if the flange was warped since each port would seal as it was not subjected to stress of a twisted flange.
I have cut many stock flanges that solved this issue, and it also relieves stress on the no. 5 exhaust tube to help keeping it from cracking!