I have several sources saying it DOES have an effect. Promotec from where I bought my bigger IC has done some testing on it. Without DPF, bigger IC and a remap the 330d delivers 300hp/700+nm. With DPF, bigger IC and remap they typically delivers 260-280hp and 600-620nm.
My own has been dynoed several times to 265-270hp and 615-620nm and I still have the DPF installed.
Ecotune who has the DPF removal pipe has the same experience.
You DON'T get any gain by only removing the DPF. You need to do a remap.
If your friend did not do a remap I can understand why he did'nt get any more power.
'06 E91 330dA Sparkling Graphite|19" AvantGarde M359 Satin Black|335i brakes|Bilstein B16 IRC|Powerflex|GroundControl|Wagner|Ecotune|Turbo Dynamics|Zimmermann