There are so many different combinations of exhaust pieces. You add one piece it's to loud so you change another piece to make it quieter and soon you have a combobulation of OBX/MAM/Magnaflow/HKS/CorkSport/Mazda OEM/Thermal/Thunder/Tsudo/AWR/etc. etc. etc. Just figure out which pieces make your exhaust louder and which ones are nice. For example a catless MAM piece alone won't make your exhaust that loud. Then you will change out the headers and catback and be like "damn thats" loud. So you change the catback to a quieter catback. It's still make a rice buzzing noise, so you change the midpipe out for a catted one. Now it's not as deep as you wanted, so you change the headers. It's too loud again so you go back to the last headers and you change out the catback, but it's buzzing even more so you change out the catback for a catback and axle back and now you get popping sounds from backfire.
Just save yourself the time and think out your exhaust system ahead of time with quality parts and do it all in one shabang and if you think a part is going to be too loud then go for the quieter option, because with exhaust ultimately it's about a gigantic metal noise maker and on a protege5 you can just ignore power benefits and losses.
To answer your question more specifically, yes I have heard the MAM catless and several exhaust setups.