Many car enthusiasts remove the catalytic converter for a combination of additional power and/or better sound. It has a massive impact on emissions and what you might be smelling is hydrogen sulfide which is normally converted to sulfur dioxide which is orderless.

I should note the power increase may not have a major impact on newer cars where the cat has been optimized to reduce it's negative power impact.

Infact a popular tuner company, APR, that provides flashes tested the recent Volkswagen GTI and R generation with their most common tune and determined that with their tune removing the cat had a nominal impact.

*Basically they can bring the cars power as high as the OEM internals can handle reliably while keeping the cat. There are cars where it still has some impact and of course, different from power ,"straight piping" a car can offer a subjective sound change.