There's two major problems with running gaskets on a TR. One is they are about 1/16" thick. When you put two in there, they engine just got 1/8" wider. That might cause issues with the X-over pipe some sealing issues. Kinda sucks to spend money to 'solve' a problem just to create a new one.
The other issue is that when an exhaust gasket blows, you have a 1/6" slot about an inch long dumping all kinds of exhaust pressure and noise into the environment. If a gasketless flange leaks, you might have a tick, and some carbon tracking.
That being said, sometimes I put a gasket on the PS just because that one's such a PIA to remove due to the turbo, DP, wastegate, oil feed, etc... The DS is a piece of cake if you cut off the stupid studs that aren't needed on 3 of the bolts or have one of my socket head SS bolt kits.