This patch adds the capability to use the HEADER feature with the "text" format of the COPY command. The patch includes the related update to documentation and an additional regression test for this feature.
Currently you can only add a header line (which lists the column names) when exporting with COPY to the CSV format, but I much prefer using the default "text" format. This feature is also currently listed on the to-do list (https://wiki.postgresql.org/wiki/Todo#COPY) where it seems to have been requested some years ago.
Hopefully I've done everything correctly and the patch is acceptable enough to be considered for application.