The order technically has it built into every part to the frame. It is there all the time, not just when you shallow DOF is applied.
Technically though, the game has DOF on the character model at all times, in the distance, and generally has midrange in focus objects being rather unsharp. Nonetheless, not the shallow stuff where you expect to see.
For example in this screen I just took. You can see a slight color shift in the Bokeh shapes and background objects here, but none on anything in the foregrount.
You can also see the lens shape in the bokeh pattern (it spirals toward the middle like a blackhole of sorts).