I understand that SOAP headers are optional. Can anyone please help me understand, what will be the implications if in my pipeline config file , I do not specify any soap header processing program but inbound soap message has header.
There are certain SOAP headers which CICS will process for you if you have a corresponding configuration activated. For example, CICS supports a number of WS-Security specifications which dictate security information (identity, signitures, encryption) be passed in SOAP headers.
However, for other SOAP headers -- including those which might be site-specific or unique to an application -- the behavior in CICS depends on whether the SOAP header contains a mustUnderstand="true" attribute (or mustUnderstand="1" for SOAP 1.1). If a header does not contain a mustUnderstand attribute, it is assumed to be "false" or "0", depending on the SOAP level.
If mustUnderstand is specified as false/0 or the attribute is not included, then processing the header is entirely optional. When mustUnderstand is specified as true/1 and your pipeline does not include a header processing program for the header, I'm pretty sure that CICS will throw a SOAP fault as a response to the client.