My friend recently got the same code in his completely stock 2008 Wrx. Its been a bit colder out, we attributed it to better air quality. Side has since gone away and no issues.
Not to say it isn't done, Im sure it is, but I haven't heard of anyone gutting their cats on 2008+ Wrx/STI's. If it has the stock Downpipe, Im willing to bet the cat is still there.