Okay, that makes a lot of sense. Generally speaking though, the EGR system does not inject the exhaust gases at WOT, so the place where the variance would occur (on the ECU map) would be when running partial throttle as it expects that there would be less fuel/air than what there actually is. Therefore we run potentailly leaner. I doubt they would allow the ECU map to let the engine die on a malfunctioning ECR though, so in my head, I still think the risk is very minimal for running without an EGR. Otherwise, it would have been a monitored system. (The Cali situation I believe was forced, not due to engineering preference so is not really a functional sensor, just more of a "yeah.. you have an EGR still" sensor)
Its a tough issue really, because I understand how a properly functioning EGR system would be preferred, but my EGR was actually damaging my engine (externally) without having any telltale signs. Due to its location its just a problem waiting to happen imo. Mine is blocked off properly and the car runs fine without it so far. I just dont like removing something like this without a very clear understanding of the decision and its consequences. All my reading/research points to it having a small effect on fuel economy and a "potential" for issues, but I have not found anyone saying it will actually hurt the engine by removing it.
And in reality.. my car was running for 3-4 years minimum without it and me not knowing it because the gasket on the cooling plate was leaking out the bottom and the shield hose was split open near the top. Could have been like that since 2004...