The Type Approval for the car includes all the emission control equipment fitted as standard. Technically, if a car is modified out of this, then it no longer meets Type Approval.
How different countries choose to test to ensure that cars are legal, and to what extent they do so, is very much down to them. For example, we have tha MOT test annually from 3 years old. The minimum requirement in EU law is for a test every 2 years from 4 years old.
I do know that BMW (for example) have very much ensured that on the newer generations of engine, blanking the EGR produces a permanent limp mode that has proved to be impossible to code out - I've seen various discussion groups on this, and it seems nobody has managed to get round this, even after 5+ years.
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