The DPF is a "diesel particulate filter". You can see shiny metal inside my exhaust, after 110,000km. There's NO soot. I've accelerated hard in front of my wife's car and she's not seen a wisp of smoke. That's the DPF at work.
It is illegal to remove it but detecting the removal is not only difficult, it's nigh impossible when you have no idea if one should be there or not. They're only in D40 autos from about 2006 to early 2010.