The 2.0 L (02-05 WRX) engine is more likely to accept an aftermarket downpipe on the factory tune than the 2.5 L (06+ WRX) engine. I think the 2.5 is more likely to overboost because of the extra displacement and torque, so engine management is almost necessary to keep the CEL from coming on in that case. Either way, it's just a good idea to get some kind of tune to safely maximize the power. Did you at least reset your ecu after you installed it (by unplugging the battery for a couple minutes)?
07 WRX (Albins 5MT + Blouch 20G)
Jorge Carrillo Tuned (365 whp/340 wtq)