how come they have such a unique sound?

Two parts to this answer:
1. They want that sound, car makers can design an exhaust system to sound the way they want it too (with in limitations).
2. It has 4 valves per cylinder and hence it sounds like a V-8 due to having two valves open at the same time. This is why a 24-valve V-6 sounds a lot like a 12 cylinder engine.

one of the sweetest sounding engines ever.

the boxer

What causes that sound is the header design. WRX is have an unequal length header so the exhaust pulses reach the turbo two at a time. If you put an equal lenth header on those cars the turbo will spool a little faster but will lose the rumble sound and sound more like other inports.

because of the turbo engine, it sounds better with a blow off valve

The Boxer engine : )

its because of the turbo that they get depending on the stage though but its the turbo that makes it sound like a v8

Unequal length headers.

fastsubie.com

it is the boxer engine and the way it was built. it really does not have anything to do with the turbo cause the 2.5 RS does not have a turbo and it sounds almost the same as the Sti and Wrx.. and the blow off valve has nothing to do with the sound it is just air..

THE ENGINE IS KNOWN AS A FLAT FOUR ITS GOT A SOUND OF ITS OWN,THE PISTONS MOVE OUTWARDS NOT UP AND DOWN