As far as brass is concerned I would never say it was a soft metal, I did a year working as an improver flatbed lathe operator and capstan turner for a year or so after leaving school, we spun a lot of brass and it is not an easy material to turn and needs lots of soluble cutting oil or it screams and chatters and you will never get a good finish on it. (Paraffin is one of the best lubes for turning brass, thumb push oil can or a spray bottle)
Brass exhaust nuts was often used years ago on plain steel studs, but, they stopped that because of price differences.
Stainless steel nuts on stainless steel bolts or studs can gall or cold weld, in fact you are better off using stainless nuts on plain or mild steel studs with copper slip on exhaust studs going into the head and also a smear on the manifold nuts.
You will often get a form of electrolysis with different metals mating, but plain steel nuts on plain steel studs on a motorcycle manifold/headers where is is subject to extreme heat and wet is asking for trouble the little buggers are going to corrode, and being M6 studs of course there is a good chance they will shear off.
I take all my header nuts off but one at a time every year (I only ride in the summer) smear of copper slip and back on again, then, remove the next one and so on, it takes about three quarters of an hour to do all 8 nuts, a fraction of the time it will take to remove a broken stud if you lucky enough to be able to get it out without having to remove the engine to drilled it out and helicoil it.
I have to admit to having stainless steel studs and nuts on my FZS 600 headers, but as I do remove them on a regular basis I have not had a problem with them.
Stainless steel ordinary hexigon nut with a stainless steel dome lock nut on the top stops the weather getting to the studs.
A quick addition:
Copper slip on the stud going into the head also gives you a chance that if the nut will not come off there is a chance that the stud will unscrew instead of shearing.