I agree. The header coating could be damaged if the engine was run the way you have to, to break in the cam (engine speed at or above 2000 rpm, no idling, and no air coming in through the grill like if you were driving down the road, etc.). Also if the timing or carb were off, the headers can get hot enough to glow red- and that'll cook the ceramic coating, leaving it discolored. Using old or uncoated headers for break in is to let them take the brunt of it instead of the coated headers.
But since your engine has already been broken in, you can install the coated headers straight away. You might want to prime the oiling system prior to start up. Or at least disconnect the ignition and spin the engine over w/the starter until you see oil pressure on the gauge.
In case you end up having to set the distributor back in yourself, this
Good luck and enjoy the new engine!