Well my guess would be that since you installed the header and don't have a tune the ECU is trying to compensate.
Do you have a wide band installed? You could see if the engine was just dumping fuel at startup. I would recommend getting a wideband now that you have a header. It would also be needed for remote tuning if you went down that road.
'10 Ford Escape 3.0 V6
2004 F350 6.8L V10
'86 XR4Ti 2.3L Turbo
'07 ST ; formally bewst'd - R.I.P