Look at it this way: The WRX trannies aren't all that strong to being with, your gears being cryo-treated or not (it's the case design that's bad). You don't want that turbo pumping all that air into your manifold as the clutch is being engaged, or you're running the risk of destroying your tranny. If you're revving to 5k at a dead stop, you're still producing enough exhaust gas to get the turbo spooling, it's just got the wastegate open, venting all the exhaust out through the downpipe. As soon as you engage the clutch and close the wastegate, your turbo will start spooling (rather quickly, if you're up around 4-5k RPM), and you'll be up at full boost in no time. Don't worry about that extra little bit of boost that you're missing when you first engage the clutch; the small sacrifice is worth extending the life of your tranny.
The WRX's come from the factory with internally vented wastegates. All bolt-on turbos (from IHI, FP, etc) for the WRX are similar, because to do an externally vented turbo would require alot of unnecessary work.
webink, when the kid asked you if you were vented to the atmosphere, he was asking if you had an aftermarket blowoff valve, which more often than not vent to the atmosphere, which isn't good for most factory turbo cars equipped with an MAF, since the MAF thinks that you've got more total air in your system (not recirculating).
Also, FWIW....when I rev my car at idle, if I let off the throttle real quick anywhere above 5000 RPM, I can hear my bypass valve (fancy word for the stock blowoff valve, since it doesn't actually "blow off" into the atmosphere) make noises like I've actually got the car in gear.
webink, it sounds like you need to stop by one of the larger WRX forums (ClubWRX is what I recommend, but i-club is another good one) and start reading alot of the basic threads about how your engine and its components work. howstuffworks.com is another great place to do some learning.