As above, it's illegal to remove it - with that said, I've never heard of anyone in any brand of car complaining that a copper pulled them over and busted them for a missing DPF. It's even something an insurance assessor would miss, and I'm betting a blue slip inspection would miss it as well.
The ECU expects that there is a DPF there. It's programmed like that - and that's not easy to change. There's a member here (auggie) that has a fix for the sensors and if you remove your DPF, you would be doing yourself a disservice if you neglected to get in touch with him.
Is the DPF vital? Nope. It's an emission control device, nothing more. Removing it will NOT impair the vehicle's performance unless the ECU thinks it needs to do a regen (which it will if the sensors go whacky and that's why you need to write to auggie).
Would I remove mine? Not at the moment. 130,000km on the clock with one and not a single problem. I do tend to drive in a fashion that would allow it to burn whenever it needed to - even when 4WDing, I'll find a period and just hold the car in low gear and keep the engine revs between 1500-2000 so that the car can successfully complete a burn if needed.
