No it's illegal in the USA to bypass emissions equipment. Can't help you with that. The good news is the CEL in dash won't impact tuning or performance at all.
If you have an o2 sensor fault stored you'll need to repair it for the vehicle to operate properly. p0420/p0430 are the emissions removal codes and the only codes you should have with dps in place.
Normal diagnostics would be to isolate the sensor triggering the code, swap it over to the other bank to see if the code follows, then if so replace it.
"trenton859" - 2018 Kia Stinger 2.0L with JB4, Maintec Downpipe (Catless), Jun B.L GT Catback exhaust, HKS BOV, Velossa Tech Big Mouth, K&N Typhoon Air Intake, ADD W1 Catch Can V3, Rokblokz (Mud Flaps)
So you are doing the downpipe on the 2.0? I have the 2.0 as well but although I can see a benefit, I would be hard pressed to tune at that level on the 2.0. Now, that being said, I can see going that far with the 2.5 coming out.....because you start out of the gate with 300HP.....
On a couple other forums with folks going with downpipe(catless) and jb4, they have mentioned a "spacer" on the O2 sensor to allow the ECU to get a proper reading. This may not be applicable to the Stinger...just throwing it out there.