The sedan has it, the STI has it, why doesn't the WRX have the same? I personally like the look more then a single and have thought it would be possible to convert it over but what would all entail in doing so?
Different rear bumper, or hacking into the stock bumper which tends to look like crap whenever I see it done. There is likely an aftermarket body kit that supports dual exhaust, though we don't have most of the body kits available in the states yet. Check japanparts.com. After that, you'll probably want to get a custom exhaust.
I personally like the look of single exhaust better. Plus, since the impreza really can't have a true dual exhaust it is for show only. In fact, single outlet exhausts will often perform slightly better than a fake dual exhaust.
I'd just stick with the single exhaust. I'd probably convert mine to single if I could do it without making the rear of my sedan look like crap.