Well - the problem with venting to atmosphere with a BOV on a WRX, rather
than maintaining the OEM diverter valve setup is that WRX is a MAF
controlled car - the ECU meters the fuel which is delivered based upon how
much air has passed through the intake - when you run a BOV, you are venting
some of that air, but the ECU is not aware of it, so it still delivers fuel
based upon how much air it has seen pass the MAF - as a result, the car will
run rich under situations when the BOV vents - now, in normal driving, that
probably doesn't mean too much - you just dump a little extra fuel through
the system now and then - probably won't cause any problems. However, the
harder the turbo is working when you shift, the more air which is vented,
and thus the richer the car runs - raw fuel will make it into the exaust
stream, and the first thing it hits is the catalytic converter in front of
the turbo (in the up-pipe) - some will also make it through to the other
cats - the raw fuel makes the cats increase in temperature, and can kill one
(they generally melt down and disintigrate... not a good thing if the one in
the up-pipe does that...
Anyway - the CEL could be anything from cat ineff. to an overtemp on
something - get the code pulled. (I seriously doubt you hurt anything after
a few hours)
There are really only two reasons to add a BOV - either you are running a
higher boost than the stock diverter valve can handle (somewhere around
19psi, from what I have read) or you really like the sound a BOV makes (they
usually route the air through a whistle of some sort, so that they make lots
of noise) and don't care about potential damage to the system.