I called Borla and talked to a fellow named David. He says because the header was built for a truck with a manual trans, and because the automatic is a bigger unit than the manual, this is why it won't fit. I think this sounds a bit like BS to me, I doubt he had anymore familiarity with the header than spec sheet he had in front of him, but I've never had the chance to compare the dimensions of the manual vs. automatic. The header uses its own crossover pipe, so maybe this is where there is an issue.
Borla has a header for the '91 Comanche/Cherokee that works with either transmission, but it does not have an EGR port like the header for the older motors. Unfortunately, I live in a state that uses a dyno for its emissions test, and that means having to worry about stuff like this if you want to pass.