In directory type themes you can show on the header map only Item Posts which are already displayed in the search results page or in specific Category or Location page. These three types of pages use pagination to show Item posts, so no all posts are loaded at once.
In order to turn on pagination also for header map, navigate to Theme Options > Item Category / Location Options and turn on option Header Map Pagination.
After this, header map will display only Item posts which are currently displayed on the page.
Note please, this option takes effect only on special pages which use pagination for Item posts, so pages: Search Results page, Item Categories and Item Locations page.