Originally I purchased my 03 Integra DC5 and thought all I wanted it for was looks and a good stereo setup but over the two years along with cosmetic additions I've also included a GruppeM air intake. I want to add a HKS Hi-Power exhaust but was told at the shop its not uncommon for guys to get an air intake/exhaust, expect gains and then end up with a slower car (that still sounds good). Why would adding an exhaust cause lag? I thought it'd do the opposite and boost it a bit.

If in fact it will cause lag, can anything be done to combat this with a sensible budget that wouldn't make me think to just rather upgrade car?

Cheers guys