I used to have RDsport headers, race cats, x-pipe and exhaust. I also had their software tune to eliminate the CEL. The O2 sensors were not removed. I'm not sure about what the software tune does but I believe it bypasses the check programs from the sensors.
But if you're asking if you'll pass an emissions test or not, then I'm not sure. I think with the primary cats gone from replacing the stock headers with the RDSport units, you'll still put out more toxic gas even with the race cats in place.