I actually wondered the same thing when I was first considering purchasing an aftermarket exhaust for my car. Keep in mind this diagram is specific to 02-05 WRXs. 06+ WRXs and all STis don't have the catalytic converter in their uppipe (they come stock with catless up pipes). It is a really good idea to replace your stock uppipe with a catless version because over time, material can break apart and get sucked into the turbo, potentially causing expensive/catastrophic damage, especially when you increase your hp significantly over stock. Upgrading to a catless uppipe is more of a safety mod than anything else - your turbo might spool slightly faster and you might pick a few hp, but you probably won't notice it. If you choose to replace the uppipe, it's a good idea to do that at the same time as your down pipe since you'll have to take that off to get to it. Keep in mind also, that if you replace your downpipe, you'll also need to get some type of engine management (em) to safely run it (since you have an 02, you don't technically need em for your specific car with just an aftermarket turbo back exhaust, but it's very highly recommended). The cat back can be installed any time without em.