Ive had a couple of diesel XF's and sometimes it took a good 30 mins of motorway type driving to clear them out depending on how much soot has collected in there. Basically, the exhaust system has to get very hot for it to work.
As you say, removal in the UK would result in MoT failure for it being missing and also on emissions but no idea what they check in Turkey.
If you do get it taken out, make sure its by someone who undertands the system - if its missing and the sensors arn't sorted out, it could still think its there and put the car in "limp home mode" (ie reduce the power and performance to that of an ancient 2CV).
Ian