Originally Posted by SoCal 370Z

Certainly a chance, and I'm not saying this is the issue, that the previous owner had an aftermarket exhaust installed and returned your Z to factory prior to selling. Parts that are not supposed to be reused, but replaced with new, such as bolts, washers, and gaskets, rarely get replaced by the DIYer. Could just be an ill-fitting connection due to the above that seals itself when heated.