Advantages to solder over headers?
Advantages of solder:


Lower part usage 
Mechanical strength 
Part cost


Disadvantages:


Effort to replace if needed
Effort to assemble


There isn't much to worry about for capacitance and noise for a header + connectors vs soldering. It really boils down to assembly cost/time/effort. Keep in mind commercial products use both in similar environments. The most critical thing here is if your use case involves a lot of vibration. Solder would beat a non locking terminal strip.