They gather up the smuts of unburned hydrocarbons when a diesel engine is started so they are not emitted into the atmosphere, then burn them off safely at high temperature later in the vehicle's journey. But they cannot do this if there is no 'later', and then the DPF clogs. More seriously, some engines have a cycle to inject excess diesel into the engine to assist the 'burn' in the DPF recycling. But if the DPF is too clogged, this does not happen and the extra fuel sinks into the sump, contaminating the lube oil and raising its level to a point where a compression ignition engine actually runs on it and cannot be shut down except by a vicious force stall or by strangling it with a rag (which is extremely dangerous).