If the EGR can be deleted, what good does it do, and why is it there in the first place?
I agree with lilpooh on the state laws. Obviously, if that is a concern, then that takes precedent. BUT....if not, I will answer your question:
The EGR is an exhaust gas recirculator. It may sound utterly ridiculous, but there actually is a benefit to taking "spent" exhaust gases and popping them back into your fresh air for use in the combustion chamber. I know, WTF!
Here is what is happening. Nitrogen oxides, or NOx (where x can be 1 or 2) are produced at higher combustion temperatures and are pollutants that the EPA and others have defined as "bad." They can cause "acid rain" in the form of nitric acid. Bottom line is that because they are perceived as bad, the automotive industry has been forced to reduce their emissions. One way to do so is to cool the temperature of combustion through dilution with inert gas. Well, what better source that spent exhaust? Well, it's hot for starters, so it you want to recirculate (the "R" in EGR), you will have to cool the hot exhaust 1st. That is why there is an EGR cooler. So, a portion (not all) of the exhaust gas is redirected back to the intake air after being cooled with a small (and not so well designed) cooler (it uses coolant on one side and hot gas (exhaust) on the other).
When running right, the EGR system (it really is a system consisting of the computer, an EGR valve and the EGR cooler that all work in concert, sensing throttle position and many other variables and then deciding how much to open the EGR valve to reach an optimal level of exhaust gas recirculation) actually does reduce NOx emissions, but as you can imagine, it is at the expense of pure performance. Some may argue otherwise, but less air (because you have spent exhaust gas in there) means less oxygen, which means you can't burn as much fuel, which means less power. No one will convince me otherwise. Ever see a diesel sled puller or dragster with EGR????
Ok, so, why remove it other than a little performance gain? Good question. On many engines, the EGR system does not reduce power levels to a large extent, so if it is running right, it is not a big deal. Maybe up to 10% power loss or so (maybe more, I am guessing). Not the end of the world. The real problem is that many EGR systems don't keep working right. The EGR valve can foul and force you to have EGR flow even when the engine computer does not want it (because the valve gets crudded up and can't close). Worse, the EGR cooler can fail (which can cause "puking" which is when your coolant boils and overflows the coolant reservoir). In the case of the 6.0, the coolant that flows to the EGR cooler first goes through the oil cooler. Same coolant. The oil cooler on a 6.0 has narrow passages that may be fouled (and it is a good idea that you are planning a coolant filter; that is one of the best things you can invest in for a 6.0). If the coolant filter passages get fouled, coolant flow rate is diminished. Now that coolant, already starting to get hot from a long stay in the oil cooler, flows down to hang out with really hot exhaust gas. Guess what? Time to boil! That is a very common result for the 6.0 (and leads to puking). Oil cooler-induce flow reduction leading to coolant boiling in the EGR cooler.
The overall fix is to add a coolant filter (and flush the hell out of your current system) and to remove the EGR system completely. That solves a lot of issues.