Good question. Most info so far indicates that they make 3" cats but not that they are mandatory for a 3" pipe. I would venture a guess that the flange on a 3" down pipe would never line up with the 2.5" flange on the cat.

Try posting on one of the forum run by a vendor who offers the 3" downpipe.

 

It seems to me that having a 3" downpipe then narrowing to a 2.5" cat would be counter-productive even if it does fit. Would want to keep the diameter the same all the way through if at all possible for best flow.