The only evidence we have that he didn't are two throw away lines, which could be easily ignored. In INS we are told he "didn't take it" on his mission to the Baku planet, and in NEM Data himself states he does not understand emotion. The former is a hand-wave, the latter a ret-con.
On the other hand, there is considerable
evidence that Data is still using emotional responses in both movies, including several instances where he clearly delivers jokes (and is self-aware enough to know
that they're jokes, unlike the pre-emotion chip Data who would never have shown that kind of self-awareness). "I am programmed to serve as a flotation device" and "Saddle up, lock and load!" are both lines that emotion chip Data would say, but pre-emotion chip Data wouldn't.
Did the writers forget that Data was supposed to be 'emotionless' in these two movies, and accidentally provide him with several emotional moments?
Or did Brent Spiner forget, and accidentally delivered those lines in an emotional way?
Would it just be easier for us to just assume that the emotion chip was
still installed, and ignore the two pieces of evidence to the contrary?
If we accept the emotion chip has
been removed, do we take these instances as examples that, despite
the chip, Data has incorporated emotions from it into his matrix, thus transcending his original programming?