You mention reprogramming by using the OBD (On Board Diagnostic System) which involves injecting new information into the vehicle's original cartography via a diagnostics check. This system works, but produces two major problems.
The first is that during a service, most dealers and garages systematically re-set the original programming of the vehicle, which re-establishes the vehicle's original electronic configuration. This means you have to start again after every service, which is a costly matter.
The second problem: you have no possibility of modifying this new programming if you should want to (in contrast with an additional box-unit which simply needs unplugging), without paying once more for someone to come and do it again.
If you want to increase the power of your turbo-diesel, the additional box-unit is therefore a much more flexible solution, with identical performance, and less costly.