Did I misunderstand your post? I thought you were reporting getting fewer headaches when diving Nitrox than you got when diving air? We all know it is not a magical gas, but my understanding is that you are reporting an effect or apparent benefit that is not normally associated with Nitrox.
This is just my wild speculation, but it might be possible that in some instance in which you were very "unrelaxed" you might actually have been breathing in a way that eliminates more CO2 than when you are diving the way you normally do when you are diving on air (anxious about getting headaches). Maybe moderate exertion and moderate relaxation seem like opposites at first glance but could actually both result in a person breathing in a way that eliminates CO2 effectively enough to avoid headaches? In other words, maybe not thinking at all about your breathing because your focus is on a challenging dive has a similar effect to thinking TOO much about you breathing when you are diving on air and concerned about a possible headache? Who knows--this is wild speculation, and I'm just throwing it out there for consideration. Please don't interpret it as argumentative or anything more than it is.
I don't have the medical knowledge that some others here do, but absent some unknown condition like a PFO, and based on the common knowledge about Nitrox that we all have, I will speculate that the headache (or absence thereof) has something to do with what is going on in your head when you dive on air versus when you dive on Nitrox.
You put it in a strange context, I'm not thinking nothing, just noticed that I don't get headaches after diving with nitrox, I know my self better to tell you that my breathing rate is the same with air or nitrox, I just wandering why is this happening to me, is there something wrong with my body, that is my main concern, will it affect me later on, per say, if I get to be certified as a Tec diver and use less concentration of O2
During my dives I don't have headaches, is after it at surface, while diving air or nitrox I'm relaxed, actually I find diving like a relax therapy for me.