Can someone explain to me how an aftermarket exhaust provides more wheel horsepower when the exhaust gases have already exited the engine? Sorry for the stupid question, it just popped into my head today.

 

An aftermarket doesn't "provide more hp", it frees up existing hp. The way it was explained to me, your engine has to work to move the gases through the exhaust piping. An aftermarket exhaust makes it easier for the engine to move the gases through the system by removing restricting bends, poorly placed pipes, etc. and by increasing the diameter of the pipes.

But I'm sure someone who knows more about this will give better detail.