The law involves meeting a specific level of emissions, they don't necessarily dictate how. A DPF and EGR are just a couple of common ways to accomplish this. The on-road emissions levels have gotten to the point where a DPF is pretty much mandatory, in the same way a TWC is on a gasoline engine.
In the case of CR TDIs, and perhaps this extends to other modern diesels as well, the fragile nature and expense in maintaining some of these items becomes an unnecessary and unwanted burden of the vehicle owners. Which is why the pursuit of deleting said equipment even happens. Virtually nobody who owns a CR TDI would do this otherwise. Because if the stuff didn't fail, and didn't cause other things to fail, who in their right mind would mess with it? Of course, these cars were deemed "too dirty" by the EPA, so count me in the crowd of "who gives a ****?" anymore. Why struggle to maintain something that wasn't "clean" in their eyes anyway? Like I said, if the stuff was reliable and durable.... if....