Yes you do. There is a change to the MoT requiring that if a DPF or Catalytic converter was fitted from new, then it has to be fitted. A lack of either is a fail. Nothing to do with emissions, it's a visual check only.
Section 7.1 of the MoT Inspection manual:
3. On spark ignition engine vehicles that qualify for
a full catalyst emissions test and
all
compression ignition vehicles check the
presence of
catalytic converter(s) and
particulate filter(s).
Reason for Rejection
3. A catalytic converter or particulate filter missing
where one was fitted as standard.
The documentation is here:
MOT Documentation Contents Page
It's always been illegal to remove them, or technically to use a vehicle without them fitted but it amounts to the same - the vehicle was type approved with all the emission control devices and removing any of them means that it no longer complies. The only change is that it'll fail the MoT before it's impounded. Not that I've ever heard of that happening but it can.
Agreed that the DPF is a pain though, especially if you do lots of short journeys.