That's usually where the indexing sites get them from in the first place. The issue comes when you're a client that's not indexing continuously; downloading billions of headers to try and find a particular NZB is a mammoth task.
> downloading billions of headers to try and find a
> particular NZB is a mammoth task
This is true. Even a ~10 of years ago, downloading just the headers on some of the newsgroups shot my cache directory into the gigabytes (for a single newsgroup).
