Why are you worrying about how the car sounds?
I don't know if Engine & Exhaust upgrades change the way your car sounds just when you're driving, it does in real life, but where I'm at now at the Level 3 E & E upgrade I haven't noticed any difference in engine noise besides the Turbo.
You'll need to get a Turbo upgrade if you want the "PSSSHHHHT" sound the blowoff valve makes when you let off the accelerator or shift. I think that's probably what you're talking about.
There is also the possibility that the Drag tutorial used different sounds from in the real game. But I doubt that because the tutorials are videos from inside the game.