Markdown is limited because it covers what its creator (single), needed for his blog. That’s it. Markdown was birthed as a single Perl script (with bugs that are still present).

Tables don’t have to have headers in Markdown. It doesn’t even have tables to begin with! Not in the original specification which still exists. But there are certain flavours of Markdown which add support for tables, and those may or may not require headers. Each flavour implements features of Markdown as it see fit, and those may or not exist in other flavours or be implemented differently.