One downside to using thread locker is that you can't retorque or tighten up the fastener once you use it. So if your exhaust gasket compresses a bit and you'd like to snug up the nuts, too bad.
And, I don't think that Nissan used any threadlocker on those parts. I don't think that any manufacturers use them today on those parts either.
Just an alternate view. Also, if you don't use it on the studs in to the head then those can loosen up anyway. But if you do use threadlocker on the studs then you can rip the aluminum threads out of the head. Then, ultimately, when you do eventually remove the exhaust manifold, you'll be removing the studs from the head but under tension. Which is not good for the head threads.
Just seems like one of those keep it simple areas.