That was my thought as well when I realized I was running rich but I would have thought the effect would have been the opposite. This is my first time tuning a diesel so I don't always know what to expect.
Time for a re-tune.
You've made a change to a major part of the system. I think the fact you are seeing a noticeable change in black smoke is a good thing, it indicates the change is significant.
With no restriction in the exhaust, I would expect it to require less fuel to drive the turbo because there's less back pressure to overcome.
I think this explains why you are seeing more smoke off idle. I would also expect smoke to disappear quickly as it comes on boost.
If you could data log what's happening before and after, I think you'd find you'd have lower exhaust manifold pressures to produce the same boost.
You may need to paint the aneroid pin and figure out what you're starting with, then start over with the tuning process.