From what I have read that impact on the steering shaft does something to the power steering unit/gears and cause it to go bad.
There are multiple people on the rzr forum that have had to replace their power steering because they used a impact gun or use a hammer on the steering shaft nut...
You’re not going to gain any performance but a free flow exhaust will let the turbo and your car run cooler. The stock exhaust has a catalytic caconverter.
FYI Some of the aftermarket exhaust are very loud.