That connection is known to come loose over time. The gasket itself is just a copper ring. You could order a new one for literally just a few cents and install it. But, chances are the stock one is still good. If the nuts aren't too rusted, just see if you can snug down the header a little more. Like just about everything on a motorcycle, vibrations will work stuff loose and, like I said, that connection is fairly common in doing so.
Let us know how it does.
www.ronayers.com if you need the actual part.