What part of the exhaust?
Firstly, you cannot hotswap a WRX exhaust into the SVX. Main reason is there won't be enough headers.
You also have no place to put a downpipe.
Secondly, the undercarriage of both cars were designed with their respective exhausts in mind, and I do not believe they match, so you would need new piping, which is cheap anyway.
Thirdly, I think unless you converted it to a dual outlet, it would look stupid. At least one person is using a single outlet and their exit tip is
huge.
If you just want the muffler, or some other random part, sure, you can stuff whatever you want under there.