Shorty headers are not enough of an aspiration change to require a tune. Also the location of the O2 sensors not changing also means the computer is able to read the exhaust gasses properly to make any adjustments needed.
Should you have also changed to a different mid-pipe with high flow cats or deleted the cats a tune change would not be needed for that either. Removing the factory cats may result in some check engine lights occurring but these are not something we can turn off as they are part of the vehicles emissions system. If you are getting those codes they should not hinder the performance of the vehicle or cause harm to it.