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This is a proven system that has been used for years in the automotive industry, Mechanics realized a "tuned" exhaust improves the efficiency (power) and typically call them "headers" or "racing headers"
It is simply making all of the pipes the same length and then have them bend and converge nicely to a single pipe to the muffler. Having equal length pipes insures each exhaust pulse is timed just like the engine and they do not work against each other , simple as that
The "art" is in making it fit properly in the helicopter (or car) , and determining the best pipe size (length & diameter) .... a high rpm engine wants short pipes with a large diameter , lower rpm engines (helicopter) can increase torque with long skinny tubes.
Whoever sell this kit would have worked out the best combination for the R22 . In many cases (especially automotive) the engine will also run cooler.
The increase in power is power that was already there , but was being wasted pumping exhaust , now it helps turn the rotor .