I don't know the specifics of the EVO9 alternator but typically an alternator requires the lamp to provide excitation current for the rotor. If you remove it then there is no field and the alternator doesn't work.
A Google search for 'Alternator Lamp' will show you the circuit and why it is required.
You can replace it with a resistor if you don't want an actual bulb in the car. You will have to select an appropriate value that provides enough current. I have found this to be in the hundreds of ohms range on a few that I have done before.