One thing that always bothered us about the MSDS dyno is that they did so WITH an AEM short ram, good enough for at least 10-15HP. So no, that gain you see is not just from the headers. It was also done on an ATX, which IMHO was totally lame of them. The CP-E dyno, by comparison, was done on a 100% bone stock car.
In any case, one the often mentioned things about the MSDS kit for the 6 is that the Y-pipe is not a direct fit and is cheap. Its often misaligned and needs to be modified, along with the alternator heat shield. Contours, fortunately, don't have this problem (or do they?) I believe Draxas asked MSDS to work with us to fix the problems, a "fix" came out, but it wasn't satisfactory to those that already owned the kit. That's MSDS' fault, not Draxas. The CP-E kit comes 100% ready for the 6 platform. Also, the y-pipe was designed by Magnaflow, kind of a plus in that department (although whether its worth the extra money, I digress.)
So if you want to do a direct comparison of actual parts, you would have to delete the cat ($109), alternator-bracket/pulley ($33.17), and O2 wire extenders ($36) which don't come with the MSDS kit. That would be $675 for the MSDS v.s. $1522. (Or $675 v.s. $1121 if you use the GB price.) (Note: You would need to modify both kits in this state to work on the 6.)
In conclusion, there are discrepancies in what MSDS is pushing, but yes their headers are much less expensive, even if you do have to do some modification yourself. Still, I take only 2 orders of the MSDS in the past 2 years v.s. 18 immediate orders a good indication of the things mentioned above that just aren't acceptible to most 6 owners.