The roof console in dad's 2007 Ram3500 dually is saying that the exhaust filter is plugged and that I have reduced power. Huh!!

What the heck is an exhaust filter?

Called the dealer and he said it was welded into the exhaust pipe somewhere and would cost $2600. Holy Crap. Must be made from that Unobtainium or something.

Question:  Is it vital to change it or should I unplug the console?