If its a diesel engine we are talking about then the device that was removed is actually a diesel particulate filter (DPF), catalytic convertors are only fitted to petrol engines.
The DPF and EGR are fitted to modern diesel cars to meet emission regulations such as EURO3 so reducing the amount of diesel "soot" in the air. This soot is carciogenic ie it causes cancer - Mortality from diesel soot exposure in 2001 was at least 14,400 out of the German population of 82 million, according to the official report 2352 of the Umweltbundesamt Berlin (Federal Environmental Agency of Germany). You can bet a proportinate number of british people are dying in the same way.
Ask yourself if getting some practaclly immeasuarble performance incresase is worth giving people cancer.