On my G sedan, I just took that thing off... the only purpose it serves (at least on my car), is to keep the exhaust from falling off should anything go wrong. There are no performance/structural benefits from that thing.
The one on the Z might actually be different though, being an actual sports car... but if it's flimsy like the one on the G, just take it off and screw the bolts back in to where they were originally.
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