You do need the dp fix (Cobb just hides the dash light), but you don't have to remove the tune (if you're running any of the stage 1 maps). PA has the same inspection process, and I went through with no problems whatsoever.
BTW, my Cp-e DPs are currently for sale... I sold my car about a month ago.
Cobb Stage 2+FMIC | CP-e DPs | CP-e DCI | ETS 5" FMIC