I got a better explanation today.
The Stage 1 kit is designed for the 2014 model, which has different heat shields and brackets, bobbins etc to the early cars. On the 2014 car, the existing heat shield can be reused if you fit the stage 1 exhaust.
However, for earlier cars the whole heat shield assembly has to be replaced (basically upgraded to 2014 spec, including the shields themselves).
Since I know that the 2012 exhaust is a weak point of the car (will probably crack at some point - or at least that's how I'm justifying it to myself) I'm going for it, including the extra €500

I'm just wondering whether I should ask the dealer to keep the original exhausts for me, or bin them