Maybe Forza 5 is like that now, but the others weren't. In Forza 4 which I quit playing in my first stint after seven weeks, I wouldn't upgrade the exhaust at all because the cars were already so obnoxiously loud. No choked engines there, they roared along just fine. And I do mean roared.
And this is another pivot point which divides people, whether they like Forza's approach or not. Maybe F5 went back to reality, but in Forza 4 it was particularly bad. Their awesome technique involved using modified exhaust samples on your car, or the focus car the camera is on, even if it's stock, and distorting the samples. I had to turn down the car sounds and up the tire/environment sounds or whatever so I could hear the tires properly. In replays, the delay between switching cars most likely involves dumping the "vacuum cleaner" sounds on the car you switch to while the louder samples are loaded. I found this out in one race when I was dismayed at the noise my RX-7 was making, kind of like a roaring dying cow or something, and I much preferred the sound of the bot RX-7 Dyson I'd passed, which was probably more accurate. So I switched to it, took about 10 seconds or more, and was rewarded with the same dying cow samples.
And then there was the time I took a stock Supra MkIII to a track and listened to it from idle to redline, and it was completely wrong. Sure, it sounded meaner than hell, and it did roar above 4000 rpms, but it sounded like a heavily modified car. And that's why I didn't upgrade any exhausts until my second stint with Forza a couple of years later.
Fortunately, I have no worries that Polyphony is going to fry the samples like that in any Gran Turismo. Some of that for the race cars and modifieds? Maybe, but I'd trust PD's ears on this because making every car sound like it's one rpm from ripping your face off isn't what I want in a racer. And this is one of the reasons why Forza exists, so if you want Burnout sounds on all your cars, you have a racer which will give you that. At least Forza 3 and 4. And this is where reality is sometimes trounced by taste. I know for a lot of people, louder is better, and Lord knows when I'm rocking my music you can't have a conversation without yelling. But a violin or acoustic guitar isn't as loud as a Marshall stack, and when people play music with those instruments at "concert volume" it hurts my ears. All things in proportion.