About the only way you'll get a noticeable exhaust difference is going to be removing the DPF and using a full exhaust replacement, and that requires tuning and will likely void your warranty (if you had to use it on the powertrain).
It's likely that you drive freeway speeds enough that it gives the truck time to burn off on a regular schedule and never has to ask you to.
Some folks drive in the city a lot and never get to highway speeds for the DPF regen process to engage.. therefore the truck will tell them to drive to...
Usually the DEF is cheaper their, plus it's convenient. I'm always extra careful with the jug and wipe up the excess if I spill any as it turns into a solid white mess if you don't.