What's more to the point, the emissions system on a rail vehicle is built for reliability and whole-life cost, for a service life far in excess of a road vehicle. For example, it will have late-stage injection (after the engine) for any regeneration required, rather that a low-cost modification of the engine's fuel cycle (which is the source of many of the DPF problems in cars.)
The engine is the industrial derivative of the auto engine, which may differ significantly from the road version particularly in terms of engine management and emissions setup. However, the engine will be identical in most respects, particularly mechanical parts, for economy of production. It may well need filter to meet emissions requirements, but it could well be a larger/longer life/lower maintenance component than fitted to the Transit.
Euro VI for road vehicles is a very different standard from Stage IIIB for rail.
In what application? There is no Stage IV for rail vehicles, the next increment will be Stage V which is anticipated for 2021. Stage IIIB (in force since 2012) is quite severe, hence the rush to maximize the 'transitional' orders which allowed a limited number of IIIA engines to be produced until 2015.
You're right for road vehicles though - Some EU3 diesel cars had filters, they became almost universal at EU4, trucks also typically had some exhaust treatment from around EU4 (2005.)
A perfect illustration of why the automotive DPF would be unsuited to rail use - it's built to be cheap as the primary consideration. Your 'astronomic' is actually a tiny cost for a sophisticated component, and for rail application you would pay many times the price for this component to get reduced maintenance and low in-service failure rates.