I heard the same thing from my dealer... a major pain in the butt (pipes run thru the transom, that would require some fiberglass rework, maybe some tinkering with the block or manifold, etc.) I think it can be done, but the dealers don't want to do it or don't have anybody capable.
It sucks cause the turned down exhaust tips look fuggin sweet. I have a '05, MB changed to pipes in '06