Twin headers go into a H-box and from there exit through twin pipes. Unless you have a Turbo, where it's a little more complicated than that... scroll down for the articles.
The CX500 stock has dual-walled header pipes, leading into a crossover chamber - also called the power chamber or H-box - which then flows into two mufflers, one on either side of the bike.
The H-boxes are not interchangeable between the Custom and Standard/Deluxe due to a difference in the angle of the pipes and screw locations for the chrome heat guards.