I can’t speak for Windows, although I think the same is true there, but on a Mac, the header row is a system-defined element (unlike the main rows, which are open to much more customisation), and it’s not possible to make it multi-row.
Glad you’re liking the multi-column outlining, though! We plan to bring at least checkboxes and pop-up menus to those custom columns in the future.
I’m trying to think if I’ve seen a native Windows grid control that had a word-wrapped header cell. Can’t think of one off the top of my head. Of course, you’re using QT for Scrivener for Windows, so who knows what’s possible there?