Did the turbo run out of steam earlier with the aftermarket pipe? Also read about gaining low end torque, which we really don't need more of and power dropping off earlier than stock.
For me getting the turboback exhaust has been worth it. Imo I would say yes to dp if you are going that exact route. A good tune will make the power linear if that's what you were asking for. Just like the Mazdaspeed 3's you have to shift early (5500) to stay in he optimal power band. Downpipe or not will not change that.