The EPA's goal is to regulate the overall quality of the atmosphere. To the extent that they regulate individual machines, it's just because of their contribution to the total.

When something is done by a few idiot hobbyists, it's just not worth trying to enforce. The effort would be better used elsewhere.

Individual cars are tested for emissions not so much to catch illegal modifications (although I'm sure they're happy to do so when they can) but to detect failures due to age or broken equipment.

"Rolling coal" is obnoxious and ought to stop, but it shouldn't be surprising nor upsetting that there isn't much enforcement effort against it.