Copied this from a website, hope it explains it
Its a very common thing to do
Q. What is an Exhaust Gas Recirculation (EGR) valve?
A. The EGR valve controls a passageway between the intake and exhaust manifolds. When the EGR valve opens, exhaust gasses flow from the exhaust manifold through the valve and into the intake manifold, keeping NOx emissions within state limits.
Q. Why block off the EGR supply port?
A. These hot, oxygen-depleted, exhaust gases displace (dilute) the cooler incoming oxygen-rich air and has a quenching effect on combustion and combustion temperatures. This reduces engine performance and raises intake air temperatures dramatically.
Q. What are the benefits of blocking the EGR port/pipe?
1) Cooler intake air temps.
2) More performance.
3) Less engine oil contamination.
4) Cleaner engine oil means increased engine life.
5) Cooler exhaust temps.
6) No Soot in intake which keeps vacuum / boost lines clean
7) Increase turbo response