it seems to me that is does not return the SOAP headers as it states in the explanation, but the request headers....
(PHP 5 >= 5.0.1)
SoapClient::__getLastRequestHeaders — Returns the SOAP headers from the last request
Returns the SOAP headers from the last request.
This function only works if the SoapClient object was created with the trace option set to TRUE.
This function has no parameters.
The last SOAP request headers.
Example #1 SoapClient->__getLastRequest() example
$client = SoapClient("some.wsdl", array('trace' => 1));
$result = $client->SomeFunction();
echo "REQUEST HEADERS:\n" . $client->__getLastRequestHeaders() . "\n";