Unpainted raw cast iron that gets hotter than blazes, of course it's gonna rust. Most OEM's have done exhaust that way forever. The engine manifolds are usually thick enough that they outlast the rest of the vehicle, the rest of the pipes and mufflers are sacrificial parts you just replace when they are worn out. If you wanna up your game, there are stainless shorty headers and catback pipes and mufflers available. Not sure about the catalysts, I havn't looked into it, but for the right price someone will probably do it.