You should call cobb and see if they make a High Wastegate duty cycle map for the 06 WRX. They make them for the STi but i just checked cobb's site and didnt see one for the WRX. But heres what it says about the STi
"Stage 2 mapping with higher Wastegate Duty Cycle mapping for those unable to hit the boost targets."
Also, your map is not for headers. And do you have an intake? Cobb off the shelf maps do bad with aftermarket intakes, from what i have heard. So if you have an intake, maybe the combo of the intake and headers is screwing something.
Also, it may take several weeks for the computer to "learn" after you load the map. Give it time. I said the same thing the night i installed mine. I said "Its louder but it doesnt feel faster" Now its several weeks later and it feels faster.