Q1: Is that a reason to worry or replace them, provided that they don't actually malfunction?
The only reason you'd want to replace stock manifolds is if they are cracked (or broken) or if you want to do a performance upgrade.
Q2: Do exhaust manifolds have a propensity to rust faster than other parts and why?
Yes. The reason is because of the heat. The extreme heat of the exhaust causes any type of protection which would normally be on them to burn off, which allows the cast iron to show more rust.
Q3: Is it an indicator/manifestation of a more serious engine problem?
No. It's just a fact of life. Cast iron rusts. Cast iron under extreme heat rusts faster. In most cases (there are exceptions), the cast iron exhaust header will probably outlast the usefulness of the car.
EDIT: I was going to mention, there are products on the market which can withstand the heat of the exhaust. Some of these will bond to the cast iron and inhibit the rust. This POR 15 product is a great example.