I think having headers is a pretty typical expectation for an ESB. The problem is there isn't any other way of applying metadata to the envelope as a whole...adding infrastructural bits to each message forces inheritance hierarchies that are a PITA IMO. In order to focus my commands and events on business data, I didn't see any other alternative than to introduce ICustomizeMessageHeaders and avoid having to sniff all messages for things like Authorization concerns, etc. I only use RQ right now, but I know I'd miss headers were I to shift to MSMQ.
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