Those are not headers, those are the column labels or column references (analagous to indices in MATLAB):
The concept of "default" is not very meaningful as the column order is fixed and the labels cannot be changed (other than between A1 and R1C1 style references). Because they don't change I doubt that any Excel-processing app bothers to "import" them. As far as I can tell, they are not even stored explicitly in an XLSX file (references to individual cells or ranges certainly are, but I cannot find a list of column labels anywhere).
You can derive the column labels yourself from the column number, for example: