You can't do that... either they both show or they both are hidden. You could hide them both and use Column A to display sequential numbers', but be warned, if you carried the numbers down to the bottom row, your UsedRange would become enormous.
As far as I know, the two headings are not individually addressable at all. Maybe... maybe if someone was familiar enough with subclassing and/or hooking at the API level, it might be possible, but playing around with those things risks making your system (not just Excel) unstable, so if anyone gives you such code, make sure they know what they are doing before you commit to it.
You were able to do that because Excel makes each one of them accessible individually, but it does not do that for the headers. I'm not sure what version of Excel you have, but if you look through the Excel Options you will find a checkbox for each scrollbar's visibility, hence they are addressable individually. However, if you check for headers, there is only one checkbox labeled "Row & column headers", hence these are not addressable individually. I know this isn't what you want to hear, but I am afraid you will not be able to turn off only the column headers... Excel just doesn't provide a built-in mechanism to do that.