Yes, the removal of the headers packages is a known issue on 64-bit multiarch systems. There is another thread on the topic, somewhere under this forum.
FYI, unless I see something else of concern to be removed, I normally just let the headers go. After the d-u, you can issue
apt-get install linux-headers-siduction-amd64
and that will pull the headers package for your running kernel back in. Note that the older headers packages are gone for good, unless you manually reinstall them.