fuel economy. Of course it's bad : all that smoke behind is fuel that will not bring you ahead.
Bigger and minimalist exhaust might help. I rememeber with my old 1.6td, the day I changed the exhaust for 2 inches, no pre-muffler and dynomax (cheap, effective muffler). I could hear the turbo spooling like crazy as soon as 1300rpm. Of course, it was not the case before. (And before, I hat stock down-pipe and NO pre-muffler either -- so that 2in down-pipe did a big change.)
Also : Maybe injection increases to quick, try to adjust the boost pin so that it will kick in with a little more boost.