The reason for spraying the headers with WD-40 is to cover the exposed metal to prevent rusting. When the Polished Ceramic overheats, small pores in the ceramic open up and expose the raw steel under it. That's why you see little rusty pimples on the headers when they rust (see below). I don't have any experience with doing this and would be concerned with staining and burning on the header.

Best prevention and cleaning for polished ceramic headers is polishing them once a season with a good, NON ABRASIVE aluminum polish. We use and recommend FLITZ liquid metal polish. Rubs on and rubs off with minimal effort and brings out the Bright Aluminum again. Keep in mind that Polished Ceramic headers are raw polished aluminum so it will oxidize like any other exposed aluminum.
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