My Cupra R has a Miltek exhaust and does not bang (yet) though I have not really leaned on it for a sustained time. Even once the car has been driving a while and is fully up to temperature, I have not heard a bang on lifting off the throttle. Full cat is still in place though, and thats not changing. It does little double and triple pops on a closing throttle when you are revving it though, sounds awesome, but it's not like a rally car bang.
The best way to get that rally car noise is with anti-lag software mapping, and no cat and a straight through exhaust. It will destroy a cat quickly, and a normal exhaust would not last long with antilag used in anger, and the turbo won't like it. Most people who have it installed on their cars tend to save it for car shows and the occasional bout of showing off. It sounds great but the wear on the car will be very costly, and your neighbours will want to murder you every time you get in your pride and joy!
Yes it sounds great but it's illegal to run on the road. Turbo life will be severely shortened as will the manifold and exhaust due to higher temperatures, think about it, you've got unburnt fuel / air mixture exploding not just in the cylinders (which are built to take it) but in the manifold too. I think they used to fit ceramic shafts in the turbo to help keep the wear to a minimum. Your clutch will take a battering as well. I've stood in the welsh forest stages of the RAC rally years back, you can hear the cars from miles away (escort cossies sounded great back then)