Is this after PHY/magnetics so it's just the naked (media) pairs? Not even anything to ground then? The main thing you get is the uncoupled length of the header itself, which isn't even that poorly matched (probably somewhat over 100 ohms for 0.025" sq post x 0.1" pitch?), and whatever DM coupling you might get to nearby structures (so, if the headers are by themselves off to the side, say, they're probably fine).
Headers certainly aren't any worse geometry than the mod connectors themselves, or the cable joins/boxes installed throughout a facility. Ethernet is quite forgiving as its bandwidth isn't as serious as you might think (400MHz) so it's quite tolerant of uncoupled/mismatched/stub lengths, and, I forget which modes employ reflection cancellation and such (not 1000BASE-T I think, probably the higher ones??), but that's a thing too, when it is. Basically it's made to handle awful conditions. Not that you should be careless on-board, you don't want to use up that tolerance budget all at once, of course.
Tim