The Catalytic Converter is normally the most restrictive part of any exhaust system.
While a Catalytic Converter is essential for cleaning the exhaust gases coming out of your engine, the dense honeycomb structure does restrict the flow of gas. It also tends to be among the front-most sections of the exhaust. This means that the gains you can achieve by replacing the rest of the exhaust system will always be limited by this section.
By replacing your cars existing catalytic converter with a better designed sports catalyst you can free up the flow of exhaust gases through the system. A better designed cat substrate allows gas to flow better. Normally the pipework around the cat is bigger bore too. The is normally the turbo downpipe.
Swapping the standard catalytic converter often requires a remap. The factory ECU map is designed for the standard more restrictive cat and will see the different sensor readings from the sports cat as an error.
Making this section flow better allows the engine to work harder and make more power. Less restriction at the front of the exhaust also allows the turbo to spool up faster, getting you on boost quicker.