The powergain is coming from the removing the restriction in the exhaust made by the DPF.
The DPF woks as a plug in the exhaust not letting the air leave the turbo fast enough.
Without being an engineer in this, I think it sounds plausible enough putting a plug in the exhaust right after the turbo will not do anything good for the power, and removing it can only have positive effect. Of course one needs to let the engine management know that there are no filter and at the same time program it for the changed airflow.
Being able to get the hot air away from the turbo will also mean that the exhaust side of the turbo will not be as hot as with the filter in place, meaning that the turbo should last longer.
Btw....any tuner I know of can provide you with downpipes for petrol cars getting rid of the first catalythic converters and by that promise a powergain. Look at wagner tuning. Look at burger tuning. Look at HPF. They all can provide you with other downpipes that removes the first set of catalythic converters. Same deal as with the DPF removal pipe.
Strangely enough not any tuner can provide us with DPF removal downpipes for our diesel cars. Actually I have only seen them at Ecotune here in Europe.
I think that the reason that the US based tuners don't have them, is that the tuning scene for european diesel cars in US is very limited. Don't know why...
'06 E91 330dA Sparkling Graphite|19" AvantGarde M359 Satin Black|335i brakes|Eibach|Wagner|Ecotune|Turbo Dynamics|Zimmermann|Hawk