The header/downpipe is uncoated metal and will tend to rust over time. If the car was sitting around on a dealer lot for awhile (especially in humid or salty areas) then this can happen. It is purely cosmetic though, and will not affect your MPG, performance, or engine in any way.
In your case, it does seem to have a decent layer of rust. It could be to do with how Honda stores the headers/downpipes before they are installed on new Civics.