They want a different sound, and they add stuff like headers to improve performance. Or if you are like me, I bought my jeep and it had no exhaust on it so I needed to buy one anyway. Most are cheeper and sound way better than the OEM one.
"The Jeep, the Dakota airplane, and the landing craft were the three tools that won the war."
General Dwight Eisenhower
"If you don't have time to do it right, you must have time to do it over."