A while back I wrote about named properties and how they could make your databases run out of rows i a table and crash. http://anewmessagehasarrived.blogspot.com/2008/10/named-properties-bloat.html
Rollup 8 for Exchange 2007 service pack 1 changes the behavior a bit and does not propagate x-headers for unauthenticated mail and the upcoming service pack 2 will not even propagate x-headers for authenticated mail. The same goes for Exchange 2010. http://msexchangeteam.com/archive/2009/06/11/451596.aspx
I personally would like an on/off switch for this behavior in order for people to configure this as they please. As stated on the msexchangeteam blog, there could be applications that rely on these properties.