Sure it's documented. Just look at the node you replied to :)

Seriously, I don't know where this is documented. It's just one of those things that you learn after a while. It might even be a debugging tool because frankly, if you can't control when or where your headers are being printed, this means there's a bug somewhere. Documenting features to compensate for buggy code only seems (to me) to encourage such buggy code. However, I do feel that it should be documented with at least a warning that it shouldn't be used unless absolutely necessary.

Cheers,
Ovid

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