Without "doing your homework" by datalogging fuel trims and wideband AFR (not possible with cortex) you really don't know "for sure". Cortex will not honor their own "two year powertrain" warrantee if you have headers or HFC's, so any "expectations" of such would be maligned. That should tell you something right there.
When I tested way back when (and was critiqued from Drcustomparts, oh yea) I found that HFC's leaned out the mixture on my car specifically, and moreover, I datalogged to prove my findings. When I sold my superchips and went with livernois, the fuel trims were back in check.
There are variations between model years, dates when cars were built, and even engine wear characteristics that makes the assumer who says "well it worked for these 2 guys, it's probably fine" that will learn quickly that if his experiences differ by using a canned tune optimized for cold air intakes ... when he is also using headers or hfc's or something else altogether, that stuff can happen in a bad way.
The danger is without an AFR gauge, you can't really tell IF your running lean or rich out the tailpipe... and if you go part throttle, the MAF and narrowband O2s provide input to conditions to try to burn at stoich, however, when you go WOT, it applies a pre-programmed (and in the case of the cortex, a "cold air intake only modification tune") formula to the existing fuel trims. This is where the problems can happen. Is it a guarentee that it will damage your engine if you tune with the cortex with headers? Probably not. Is it a safety umbrella that it is always 100% safe to run? Probably not. Have people said "yes, my real AFR is such-and-such from my dedicated sensor which emperically proves that my air fuel ratio is SAFE at WOT". I HAVEN'T SEEN ANY. These people are only relying on a single piece of the puzzle, the fuel trims as reported by the cortex, and their "tuning guy". For what it's worth.
Someone with HPTuners experience and an AFR gauge needs to datalog and prove this once and for all.
Everyone individually knows their own "tolerance to risk".
My tolerance was lower (as it pertains to the Cortex) than others.