Yes the Subaru stereo absolutely stinks.
The subwoofer won't help, just makes more bass, but does not improve sound or sound quality.
It's a shame Subaru can't put a better stereo in the WRX. It would cost them at most a couple hundred bucks.
As for your butt dyno, give your WRX time to break in, it will feel a bit quicker.
And your intake on your MS3 gives pretty decent power improvements. Similar to what a Cobb AP Stage 1 flash will do for the WRX. Get that and you'll be on a level playing field for power and butt dyno feel.
Funny what you said about clutch and shifter.
I test drove the 2010 MS3 twice before getting the WRX. I felt the MS3's clutch was too grabby. Was not progressive in the slightest. Made it difficult to make smooth getaways. You'd begin to release the clutch and nothing for first inch or two, then suddenly it would grab and lurch you forward.
Several days later I drove the new WRX's and the clutch take up was so much smoother and progressive it made for easy getaways.
I also felt opposite as you about the shifter.
My WRX had the STI Short Throw installed but the WRX I first drove did not.
I felt the MS3's shifter was more "buttery" and smooth, and the WRX's more notchy and "gated" feeling. Like you said, neither was better or worse, just different. Honda seems to have shifter feel down, precise, direct and smooth, but with a connected feel.
The MS3 is a great little car, but as you said, FWD is a terrible platform for a "performance" car, especially one that makes more than 250 lbs ft of torque.
I think Mazda took the wrong approach with tuning that car. They needed to make it 280 hp and 263 lbs-ft of torque, not the other way around like they did. That way they'd have more mid to high rpm horsepower and less low to mid rpm torque and the accompanying torque steer.
Enjoy your new ride.