There's more to it than that.
First, there's a list of stuff that needs to be done differently if you install headers with a Paxton, including fabricating a different IC support bracket.
Heat soak is not any more an issue with coated headers than with stock manifolds. The exposure of the air intake tube and IC to the exhaust heat is somewhat minimal, and you can insulate against it anyway. If you really dig deep (as suggested), you'll find it's due to the Gerber-sized radiator and water reservoir that Paxton includes with the kit.
Excepting the possibility of a reduction in MAP due to the more free-flowing exhaust, an engine should ALWAYS produce more HP with a good set of headers, blown or not. The factory manifolds are good, but cannot compete with long tube headers for flow.