I understand where you are coming from.
I mean really...
Where are we headed?
Does not make sense to me. The English language is very complex, for example, you said "Why people say use past tense "headed" when they still need to reach the destination?"
Okay past tense is incorrect, I mean how can that be, if they are already on the way, is should be heading, not headed, of course it should. simply because the adding of "ing" to a word, usually means its current event in progress, and the adding of "ed" usually means a past event.
Okay so these examples will say why its correct:
We are heading over there, we will be at their house soon.
This sentence says that we are in the current progress which brings us to the word headING, since its something we're currently doing, like right now, I'm typing this post, it wouldn't make sense to say I'm typed this post would it?
Now, here I will use past tense to tell you I'm heading out but I'm still on the way, as per your comment about still not been at the destination, I will do it in three words.
"Why people say use past tense "headed" when they still need to reach the destination?"
"We've headed out"
Now that's my opinion, I think that should be the right way about things, but the definition of the word according to the Cambridge Dictionary (In British mode too) actually means "going in a particular direction: Which way are you headed?" which would mean headed means heading, so to speak, so, as far as official things go, I cannot say, but I still stick with "heading" over "headed" when it comes to talking about the present, and headed when talking about the past.