Your car didn't originally come with test pipes, it came with catalytic converters. If you replace them with high flow test pipes, it may be fine and you will not get a check engine light if the new cats are close enough in efficiency to your old ones. But in order to make more power, the new high flow cats will do less "cleaning" and so if the material degrades at all, you may have a CEL pop up down the road. If you replace your OEM cats with test pipes, you are guaranteed to get a CEL unless you get one of the O2 extenders shown.
Basically pre-cat O2 sensor sends a reading, the post cat O2 sensor sends another reading to the ECU. If the voltages are within correct range, ECU thinks that the catalyst is working correctly. But if you get test pipes, the front O2 and rear O2 will read the exact same and the ECU will think that your cats have failed hence the CEL. Using the spacer may help with this as by moving the rear O2 out of the exhaust stream, it will won't "see" all of the exhaust gases and will show a different reading. This may trick the ECU into thinking the cats are still working, it's not guaranteed though.