it is best not to remove it from your vehicle

A particulate filter is a component used between the exhaust line of turbodiesel engines (and in more recent gasoline engines) and prevents the emission of harmful particles into the atmosphere. If your vehicle has it, it’s best not to remove it. Know the reason.

Removing the particle filter is ILLEGAL...
If your vehicle has a particle filter, it is best not to invent it and remove it. If you have removed the particle filter from your car, it is best to replace it as it may fail the inspection.. The inspector may consider that your condition or that of your cargo does not allow all tests and checks to be carried out without putting your physical integrity or that of third parties at risk or causing damage to inspection equipment, the installations or the vehicle itself.
The filter is a part that costs some money. When it starts to cause problems, some drivers tend to remove it from the vehicle, despite be illegal in Portugal and other European Union countries. Removing the filter compromises compliance with pollutant emissions standards established by environmental regulations, such as the Euro 6 Regulation, and can lead to several legal and practical consequences. Portuguese legislation explicitly prohibits changes to vehicle emissions control systems.

The filter, usually made of ceramic or porous metal, traps particles present in the exhaust gases. Periodically, the filter heats the trapped particles (usually automatically) and burns them, transforming them into less harmful gases, such as CO₂. This process is called regeneration.
Regeneration can be active or passive. In the case of active regeneration, it is controlled by the car's electronic control unit, injecting extra fuel to increase the temperature. Passive occurs during longer journeys when the exhaust temperature is naturally high.