The manifold has an open hole that you drop a bolt with a washer in, then nut and washer on the exhaust pipe flange to hold it all together. This is all self centering so that the cone on the exhaust manifold mates up perfect with the funnel on the exhaust pipe.
If you tap threads into the exhaust manifold you loose some of the ability for the mating surfaces to float to where they seal the exhaust gasses properly.
