No, it's true. The textured header is only a part of the default dark skin. I haven't figured out a way to make custom elements appear on all skins, and you wouldn't want to anyway because skins can be so different -- the header has a background to match the default skin, not an invisible back, as the text would look bad with an invisible background. I left the default subSilver in case of people not wanting light text on a dark background. The header and some of the buttons (create new topic, reply, quote, etc.) are all customised in the Les Mis font in the default dark skin.
It's a Photoshop filter, Frédérique, called "craquelure".
I played around with the Photoshop filters and decided I liked it because i thought it looked kind of like it was written on the side of an old building or something.