(The zero is positioned as the "barest of bare-bones" to reach its price-point. Many vendors look for value-adds they can offer because there's not much margin on "barest of bare-bones". So "no headers" is one of the ways the manufacturing price was lowered, and "with headers" is one of the value-adds some vendors offer.)
So not to contradict anyone, just to be clear that you're looking for "pre-soldered" or "pre-soldered headers" if that convenience is worth the extra couple of bob to you - to avoid the disappointment of expecting one and receiving the other.
The Pi Zero comes in three flavours - the Pi Zero WH includes a pre-soldered header. :-)
Anyway, I should stress it wasn't a criticism - just that if that's their biggest question, they'd probably benefit from being able to tell the bare & WH boards apart.