Not necessarily...
When most VAG vehicles leave the factory they have a one piece exhaust as it's easier to fit when the car is being assembled and more 'gas-tight'. As and when sections eventually require replacing, the dealer or independent fitter then cuts the existing one peice system to suit the new section which is oversized at the joint to enable fitment with a clamp and paste. Therefore as long as an aftermarket back box is designed to match the diameter of the factory system it will fit.
Hope this helps.