What happens when you have sport mode on with the PSE like EXHAUST MOD ?

 

Don't quite understand your question but nevertheless here's my take.

If your PSE is factory installed then it's integrated w/ the 'Sport Mode' feature. If it is it will go to the 'loud' mode (w/ Sport Mode On) when you attain a specific speed. There's some sort of 'noise abatement' law in Europe that Porsche has to abide with.

If you simply have aftermarket mufflers then 'Sport Mode' has no effect on them. They are passive whereas PSE is an 'active' system (vacuum controlled via a solenoid exhaust port). I have a separate switch on my PSE which allows me to turn it on/off at my discretion.