Basically it's a poor design. It only meets one of the two problems of the stock downpipe (one being pipe diameter). If you compare your stock or the HKS downpipe, you will notice that there is a flat plate where the wastegate would spell gasses out. This forces the gasses to make a 90 degree turn to get down the main pipe, causing backpressure and turbulence, and you don't get your full horsepower potential. Most of the good downpipes will have a bellmouth design or a separate pipe for the wastegate.
HKS probably realizes this after many WRX owners stopped buying it. I have known people to custom weld a pipe to eliminate this problem on the HKS dp.
"We live for a good time, not a long time."
RIP Colin McRae