What's the use of going fast if you can't stop? The car is a system, and as power goes up it's important to improve the brake performance to match. The WRX and its stable-mates are not light cars, and upgraded power and the corresponding speeds can rapidly overwhelm the stock brake hardware.
U.S. WRX cars (most of them, anyway) get short-changed in terms of brake hardware. In the interest of cost savings, most U.S. WRX models get sliding calipers, whereas the fancier Subarus get better fixed calipers. Price conscious choices for other components -- pads, rotors, lines -- also leave room for improvement.
We know what to do!