Not really, you don't need no 'stinking' muffler at all. It's turbocharged and the turbo is in reality a 'muffler' as it breaks up the sound waves.
One thing about the M9's is where the muffler mounts, on top of the engine, over the valve cover, close to the top of the underside of the hood, why Kubota installs heat shielding foil on the underside of the hood, if they didn't, you'd bubble the paint.
Someday when I get the motivation, I'll eliminate the mufflers on both mine and go with a straight pipe off the turbo. My one M9 has the optional and very rare down exhaust exhaust (which was for a dairy operation), I bought it used so could have come off a dairy farm for all I know.
Really not needed and the muffler is really in the way (as far as access to the valve cover.)
The mufflers are stupid priced anyway, like many Kubota replacement parts are and with a turbocharged engine, really not necessary.
Finally, a turbocharged diesel makes sweet music with a straight pipe. They just whistle from the spinning compressor blades.
If you are a competent welder and have a tube bender or have access to pre formed tube sections and can weld, male you own up or take it to a reputable muffler shop an d have them fab it up.
JC Whitney sells pre bent tube sections btw.
Far as soot goes, of course it's full of soot. The engine makes soot.
Finally, it will run better. The turbo provides all the back pressure the engine requires for proper charge stratification.