The dealer violated his agreement to thoroughly inspect and bring the car into compliance for Subaru certification. While the dealer may think he sold you a certified car, if you go to another dealer, you're likely going to get an "I'm sorry, there's nothing we can do to your modified car".
And if that downpipe doesn't have a cat in it, the dealer violated federal law and is subject to a $10,000 fine.
Personally, I'd bring it to the attention of SOA. At the very least, the dealer is very sloppy.