@newaccela It doesn't remove your header... it's just not visible in Normal View. The header only really applies to the printed copy. You can still see it by going to Print Preview (File > Print).
Adding a header in Page Layout View has the same effect as going to Page Layout > Page Setup > Header/Footer > Custom Header.
If you want to work in Page Layout View, you will always see the "split" between printable pages, which are based on the settings configured in Page Setup. You can safely switch back and forth between Normal View and Page Layout View without anything being removed.