I’ll try and answer questions as you asked them:
The something you don’t know about what makes them so expensive is R&D. Carpenter pipes make the most power, period point blank. They will make more than CES, Rebamd, etc. They are a no compromises max power pipe, loud, hot, pricey. If you want ALL the power the R3 has to offer, get the Carp pipe. NOTE: I am not saying it’s the best pipe, but it does make the most WHP.
Many have made their own, haven’t yet seen a dyno of a set though. Any three tubes will get the job done, but there is at least a 50WHP range of power derived from just the header, get it wrong and you get 11X hp get it right and you can touch 170WHP.
Yes, a massive performance difference, but not just power. Longevity, rust resistance, clearance between your leg and the pipe, and weight. While I too balked at the price of R3 headers, you absolutely get what you pay for, with probably the only exception being Paul, who has a great price for some great craftsmanship (probably the best built set available).
You do you, for $500 and some time researching primary length, stepped vs non stepped, collector type, secondary length, muffler type and length you may end up with a great set of pipes....or a dud. That’s what you get for ~1500, insurance your headers are both functional and beautiful.