How does "headers first" affect BLKxxxx.dat structure?

How does "headers first" affect BLKxxxx.dat structure?

Assuming a full node running Bitcoincore v0.10 (with txindex=1), how exactly does the new "headers first" functionality affect the structure of the blockchain data? (Specifically, the blkxxxx.dat data, though perhaps I'm unaware of other files which are ancillary to the data structure).

The README.md for the release specifies that there's no v0.9.x back-compatibility for v0.10 blockchain blk data.

Because release 0.10.0 makes use of headers-first synchronization and parallel block download (see further), the block files and databases are not backwards-compatible with older versions of Bitcoin Core or other software:

Blocks will be stored on disk out of order (in the order they are received, really), which makes it incompatible with some tools or other programs. Reindexing using earlier versions will also not work anymore as a result of this.

How then, does the 0.10 version blk data get parsed by the client? And by extension, why does "headers first" change the structure at all, given it seems to logically set up "a template" for the Tx data to sit?

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