I do have a full ark exhaust system down to the converters....mine had the same issue it throws a code saying possible exhaust leak but the car checked no leaks what so ever...except the first time my gaskets got fried and caused a leak.
Being said I had to accept its normal in the sense it will not hurt the Z.the car is running as fast as hell can burn a soul....it's just when you do change your exhaust plus intakes you tend to open up air into your car and with huge diameters of the arks the sensors are reading to much air and possibility of being lean.
A tune might be in the works in the future..
I do agree with Roy'sz analysis...