Okay, I see that I sucked the fun out of it :P
At some point you have to question whether you're being too stingy with bandwidth. Particularly when easter eggs like this could potentially bring you a few new visitors from the free advertising that happens when your site is discussed on blogs and forums like these.
But if nothing else; I think fun should be encouraged. After all, that's what Wozniak set out to do when he co-founded Apple :P
Besides, there's more wasted bandwidth from dubious user generated content per second floating around the internet at any second.
If you have 100 million requests per day, then you definitely have bigger problems such as your monthly CDN bill. :)
pinterest.com seems to download ~700kB. Adding amusing http headers seems negligible.