Usually, the mash water is removed and boiled which wipes out Alpha and it's used to raise mash temperature to wipe out Alpha still in the mash. The volume of mash water is never enough and boiling water needs to be added to the tun which helps thin the mash. Mash out at 162F. If starch is still present after a one hour rest, hopefully, Alpha will finish the job at 162F. Alpha releases more sweet, nonfermenting sugar than glucose at 162F. Weyermann recommends a rest at 162F for certain types of beer. The recipes are on their website.
I'm not sure how mash out ties in with head retention, but maybe.
Poor head retention starts with using high protein malt and rancid, crystal malt. Most high modified malt is high in protein except for a type of Marris Otter which is 8% protein. Weyermann floor malt is 8 to 10% protein. Homebrew malt is usually 12 to 16% protein. The lower in protein, the higher the sugar content. The higher the modification number (Kolbach) the less rich in enzyme content.
It might be a good idea to test for starch before mashing out because when a sample indicates starch is present, Alpha didn't liquefy amylose. When that happens the saccharification rest has to be extended. Sometimes, malt goes slack and Alpha is whipped and amylose won't liquefy. Over the years I had three bags of malt that were slack, it's never forgotten. When adjuncts are not recommended to be used with malt it's because Alpha has enough strength to deal with the grain that contains it but not enough power to deal with adjunct starch.
"I think you would continue to get conversion throughout the sparging process for additional efficiency."
Conversion occurs during a Beta rest, 140 to 145F. During conversion Beta converts glucose into maltose and maltotriose which are complex types of sugar. Saccharification and dextrinization may continue during sparge if Alpha didn't denature.