On the BRM, it is a waste of time. The catalyst IS the downpipe, and it has a band clamp type attachment to the turbo. There is not much of any restriction in it to begin with, so it isn't really like it adds any power to remove it.
You can run a straight pipe out the back if you want a little more sound, but not sure in your area if inspections mean a "muffler" has to be in place or not. The turbocharger chops up most of the sound anyway, so even with no mufflers, it isn't like it is going to fail any decibel thresholds in place.