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Physics?
I didn't say it was a big difference, but you're taking a stream of exhaust that used to have it's own pipe to travel in, and instead of just dumping it you're forcing it to merge with another stream of exhaust in another pipe. That really never works out to being more efficient. JKTUNING is right, the farther back you merge things, the less noticeable the loss of power. You can also do a real good job of merging them to mitigate the loss. We're talking about maybe 1% power loss or so. Not much.
Yeah I know thats what I plan on doing. Prob connect it to the downpipe right under the steering rack area or so. That should be plenty far enough. I just dont want the nasty exhaust gases in the engine bay plus the sound of it would be nice too running in the exhaust. I would be running an external waste gate too. Prob 38mm or 44mm. But non the less you are right about the physics part of it.