It’s not just that; they also modify the ECU tuning and maybe even swap out fuel injectors themselves to dump in lots of extra fuel that there isn’t enough air to burn. Even without particulate filters and DEF, Diesels don’t naturally produce anywhere near that much soot. You’ve got to deliberately force them to be that bad!
(Source: I have a '98 VW TDI—made before DPFs and DEF were things—that I’ve modded for more performance, and even in the worst-case scenario of flooring it while running dino-diesel, it barely produces a haze. On B100 biodiesel, it’s even cleaner.)
Bottom line is that if a Diesel is producing lots of visible smoke, it’s either really, really old and shitty (think pre-1980s non-turbo indirect injection), or it’s severely worn out, or somebody made it do it on purpose.