Hmm.. If you buy a Nismo edition Z that comes with a performance exhaust you are alright. I'm not sure about SPT..
But yeah, anyways, it's the same in Mass. Anything that did not come on the car from the factory is illlegal.
I am not sure what they can do to out of state cars other than pull them over and give 'em a good talkin' to. I did get pulled over here for speeding coming on to 64; the cop commented on my exhaust being loud(dump tube from EWG) but nothing more. Didn't hesitate to issue me a speeding ticket though