I think I just got unlucky and got headers with thin flange beads. Are your header openings smaller on the end tubes then the head's ports? They probably are but there is enough of a flange to seal up in your case.
Ya' know i've never noticed,next time i have them off i'll have to check that out,i do know i've never had any problems sealing them and they've been on and off 4 times in the in the past year fixing engine issues...