It shouldn't. Where exactly in the code are you stripping them? Is it possible that you're doing this too late? I've seen Kentico project stripping these successfully by adding following to the Global.asax.cs file:
protected void Application_PreSendRequestHeaders(object sender, EventArgs e)
{
HttpContext.Current.Response.Headers.Remove("X-Powered-By");
HttpContext.Current.Response.Headers.Remove("X-AspNet-Version");
HttpContext.Current.Response.Headers.Remove("X-AspNetMvc-Version");
HttpContext.Current.Response.Headers.Remove("Server");
}