Coated headers hold up fine if its the right coating for the right temperature. Unfortunately, the most common being polished ceramics aren't right for most applications.
As for stainless headers cracking, that hasn't really been the case in many years. Most modern performance cars and trucks have come with some form of tubular SS manifolds for years without an issue right from the factory. Further, most aftermarket headers for those modern cars and trucks are made out of stainless exclusively. In my 25 years years of coating headers I've only seen a couple cracked pipes and they were usually the result of some outside force. Like used to support a turbo, or in the case of a dragster, the bouncing of the dragster caused the headers to crack under the primaries because they were LONG up-swept headers.
So, does the coatings hold up better then the old age header paint? Do the coated headers hold up better then bare steel headers?
The number of heating and cooling cycles, the temperature range the headers see, the fact they hang down under the chassis without protection, are all things headers have to go through. That has to make it hard for any protective finish to endure.
Stainless steel header tubes get brittle and the tubes tend to stress crack.
The header business has always had long life issues. One really only needs to look at how many cast iron exhaust manifolds have failed over the years, and one might give headers a bit of a break.
