@drh1965: I second what Dan H said. Engine is solid, but needs the tune. Any company selling tunes these days offers a great product. Go with the higher performance (some call that a stage 1, others a stage 2). Whatever is higher power, get it.
The CAT is either a left over of the Thar or was part of Mahindra trying to step closer to an actual commercial vehicle sale in the US. There were rumors at the time the Roxor was introduced that Mahindra was bidding on a vehicle for the US Postal Service. That obviously didn't go anywhere. So, I think it is a left over from the Thar. It was easier for Mahindra to just reuse the drive train.
As for the CAT and performance, save your time. Vivid Racing did a series of dyno tests early 2020 (with YouTube videos): With stock exhaust and CAT, bigger exhaust with high-flow muffler and without CAT, stratight dump pipe after the turbo. There were pretty much only single digit HP and torque differences. I thought that was a pretty honest thing to even post the video series in the first place.
The videos are long gone. Vivid is still selling the bigger diameter exhaust with high-flow muffler (I think).