If your car violates emissions the check engine light will come on. Isn't that enough - why do we need a new light for this? The scan tool will tell you why the light it one. Note that there is no general way to tell the difference between replacing replacing parts that violate emissions with the correct parts failing. That takes a mechanic looking at the sensor values and checking the entire system to see why a sensor is out of range.
Besides most of the above emissions changes are specifically about changing the programming of the ECU. While you can make mechanical changes, they typically only have a small effect and so you wouldn't notice. However if you change the ECU programming you can get a lot more power out of the engine - at the expense of engine life and emissions. Which is why I say that the only people doing this to their cars will just turn off the code that turns that light on: they are already changing the code of the ECU.
Besides most of the above emissions changes are specifically about changing the programming of the ECU. While you can make mechanical changes, they typically only have a small effect and so you wouldn't notice. However if you change the ECU programming you can get a lot more power out of the engine - at the expense of engine life and emissions. Which is why I say that the only people doing this to their cars will just turn off the code that turns that light on: they are already changing the code of the ECU.