aklim, it's not a big deal. My car was set up like this, too.
Guys, the input for these waste gases is post-MAF, just above the turbo. I never experienced any CEL for flow deviation, etc.
The gases are vented out beneath the car. Sometimes you get a little drip or two of oil when the car is parked. I would keep an eye on this during cold weather. You don't want that pipe to freeze over. Bad things could happen when pressures go sky high