Ah, I think he's getting hung up on the "cats as mufflers" part. The reality is that plenty of folks have run headers with cats in them with coyotes, and I have not heard of a single person come back to say that they've had issues with such a setup. Unless there's something unique about the programming of the gen3 PCM vs prior-gen coyotes (which doesn't appear to be the case based on his response) I would bet that you'd be fine.

The other way to look at it is, the likely/best case is that it works out fine and you have no issues. The worst case is that you have issues down the road with the cats and you find yourself where you are now - having to replace headers or try to remove the cat elements from the headers. Either way, you're no worse off trying to run them as they are now.