Well.... Headroom is not well defined. What it means to many people is that if the music has a sudden increase, the amplifier can easily respond and can quickly recover if there was a musical impulse. For you to be confident this can happen, you need more power "in hand" than you need normally.
If your power amplifier has low gain, that can mean that your DAC may need to be close to 0dB (totally fine, remember) to make the speakers go very loud, than if it has higher gain. It doesn't mean, necessarily that it won't have enough headroom.
Imagine you had a 2000W amplifier with 2dB of gain - you might not get more than a few Watts out of it with the DAC at 0dB! Your "headroom" (power amp capability left in-hand) would be massive but the sound would be quiet. Imagine a 2W amplifier with 100dB of gain, you probably wouldn't get above -70dB on the DAC before you had run completely out of power amp capability and have no "headroom" but the sound might be quite loud if distorted.