Thank you for the response, however, I added a second domain and for the second domain the header is modified even if the score is 0:
X-SPAM-LEVEL: Spam detection results: 0
DKIM_SIGNED 0.1 Message has a DKIM or DK signature, not necessarily valid
DKIM_VALID -0.1 Message has at least one valid DKIM or DK signature
DKIM_VALID_AU -1 Message has a valid DKIM or DK signature from author's domain
DKIM_VALID_EF -0.1 Message has a valid DKIM or DK signature from envelope-from domain
HTML_MESSAGE 0.001 HTML included in message
NICE_REPLY_A -2.13 Looks like a legit reply (A)
SPF_HELO_NONE 0.001 SPF: HELO does not publish an SPF Record
For the first domain, doesn't matter what I try it's not adding it, I even setup pmg from scratch again, just to be sure I didn't mess up any configs.
Does PMG treat email differently for the domain under which it is ran under? What I mean if pmg host is pmg.domain1.com and I add domain1.com as a relay domain and setup transport for domain1.com to mx.domain1.com? Would it then not add the header for some reason (maybe it treats it as local?)