Spend the $2500 on an exhaust and tune from Allstar Garage.
The car will be a lot more for fun to drive and oh, they'll get rid of that check engine light
You're right in saying that it only affects cold starts so it shouldn't cause any other issues but I'd check with a workshop first. I'd also ask for a quote to fix the secondary air pump from someone other than Subaru as $2,500 seems ridiculous.