65-66 headers were painted/coated with the high temp flat paint of the time. Can chalk and turn ashy white sometimes over time at turns located closest to the heat source so right after the flange.
Would not say they naturally rust but if they were not completely painted, the paint flaked or burn off and or it was stored in a damp or humid area all would add to the chance of rusting. I've had a set of unused freshly painted ones hanging around in an unheated or ACed garage and trailer for 20 plus years and no rust on the,