Yes that should be normal as this is designed to be like that. It just needs cleaning.
There was an old good fashionable announcement from the government that it will fight back “fraudulent emissions systems” such as “removing or bypassing the exhaust gas recirculation valve” but as you guess, you can still drive an illegal car and nobody will blink.
“Taking action against emission cheats
DVSA enforcement officers will give the driver and operator 10 days to fix the emissions system if they find it’s been tampered with.
If the emissions system isn’t fixed within 10 days, DVSA will issue a fine and stop the vehicle being used on the road.
DVSA enforcement staff can insist that a vehicle is taken off the road immediately if they find a driver or operator is repeatedly offending.”
Anyway, that is more like red tape from EU and now the government will fix that with Brexit. Still it is madness to allow this to happen and at the same time to ban or charge extra diesel cars regardless whether they are legal or illegal.
The other thing is that you may be better financially overall with a petrol car after having paid for DPF, EGR, etc illegalisation and still getting poor fuel consumption because the car operates outside its optimal window.
https://www.gov.uk/government/news/lorry-emissions-checks-to-start-at-the-roadside