EGR does help fuel economy at part throttle. By taking the place of air and fuel in the combustion chamber,it effectively reduces the displacement of the engine. Due to this "effective" displacement reduction, the output power of the engine is reduced, so you must open the throttle plate further,thereby reducing the pumping losses of the engine. This in turn increases fuel economy, but ONLY at part throttle cruising. My car has it. It works, it's beneficial, won't hurt power output, so there's no reason to remove it-plus it's an instant failure of any inspection or emmisions test if it's not there.
JL