A few years ago I was looking into getting a Mazdaspeed 3 and while doing research on common problems I found things like this. People were changing out their exhaust and afterwards started seeing blue smoke out the exhaust. The seals in turbo were shot and when they changed the exhaust it started smoking and showed a problem that they may not have been aware that they had. I assume the cat or something was hiding most of the blue smoke of oil burning. Just thought I'd share that because i found it interesting when doing research back then.