Sorry Mike, the website you got your explanation from is wrong. EGR is used to reduce the formation of nitrogen oxides during the combustion process. By feeding exhaust gases back into the combustion chamber the combustion temperature is reduced and because higher temperatures cause nitrogen oxides to be formed the EGR thus reduces them. A side effect of EGR is that engine pumping losses (the engine does less work on the intake stroke at small throttle openings) are reduced too and this means slightly better fuel economy. Removing EGR doesn't harm an engine it just means that emissions will go up and mpg down.