Steven,
I have found through experience that the FP rate is considerably higher when checking headers with SURBL. I can't even recall ALL the reasons why... but I know empirically... from actually experience... that this is true. (especially with IP addresses)
Also, because checking against headers results in more FPs and because this is not the official prescribed method, if you ever report such a FP, please be sure to mention that the URI was found in the header and that you **know** that checking such is not the official way of doing things.
This will save you from getting lectured and it will help SURBL folks to not mis-apply your evidence. For example, there are **some** FPs that will be triggered by using SURBL on headers where that URI **NEVER** appears in the body of legit messages, even though it might appear in the header of a legit message. In such a situation, it would be correct to keep such listed in SURBL. Get the idea?
Finally, I DO check headers against SURBL, just as you've described... but I weight it much less than SURBL-caught URIs in the body of the message. And I closely audit such mail... much more closely than regular SURBL-blocked messages.
Rob McEwen