There seems to be a feature about changing the exhaust effect intensity but it doesn’t apply even if you buy a new exhaust and press apply. When you quit the spaceship customization menu it automatically reverts back to it’s original state. (I’m not sure if this is a bug or this feature is just for displaying the different exhaust effect levels)
It’s just displaying different exhaust effect levels we’re sure.
Well then here’s a DLC opportunity for you 
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