Exhaust

I race a super late and am starting to see more and more guys exit the exhaust out the door instead of under the car and when they go out the door they put the pipe inside a bigger pipe??  Any ideas as to why they do this and which is better out the side or under the car??? Thanks in advance  

lower car no hit exhust. in pipe to control heat ? how does a paint gun work ? mabe helps pull exhust out?  

Making the exhaust so it exits from under the car will reduce exhaust fumes and heat inside the car some. They only put the larger pipe around the exhaust pipe to act as a heat shield.