I bought our brand new 2013 Porsche Cayenne V6 without Sport Exhaust and it really sounds normal even in sport mode. I then decided to spend around 12,000 SAR (3200USD) to install the official PSE(Porsche Sport Exhaust) at Kuwait Porsche Dealer.
The 1st thing I noticed is the pedal response become better in the normal mode. The sound during the 1st 1000km was getting louder and louder.
I drive the car most of the time in sport mode and the sound it creates is amazing inside and outside, even my 1+ year doughter noticed the exhaust notes by repeating wofing when I press hardly the pedals.
I think every Cayenne should come standard with this PSE and I really encourage you too to try it.