actually yes, anything other than a OEM exhaust or factory option is illegal. most cops will not pull you over for just an exhaust unless its loud enough to give them a reason to. suspension is the same way, its illegal to have lowering arms and stuff on your car but only a dick cop will give you a ticket for it. just because the car passes inspection does not mean everything is legal.
ive been pulled over manyyyyyy times for it, and they always warn me of my suspension but never go the extra mile to ticket me for it.