For the record,
EGR works by simply adding a non-combustable product into the chamber, which reduces the temperature of the controlled burn. Temperature is what creates NOx, (NOx=super-heated air, air is made of Nitrogen and Oxygen), and EGR is purely designed to reduce combustion temperature. Unfortunately, NOx is a direct byproduct of efficient combustion, and is the only exhaust gas that is directly linked to causing cancer (the others, CO,CO2, and HC just put holes in the atmosphere). Therefor, it seems unlikely that EGR would be used in Closed Loop operation, due to the fact that closed loop operation does not happen during high power (read high NOx) conditions. Closed loop, O2 sensor control, is only used during specific conditions i.e. engine warm, specific throttle position range, and specific boost conditions(warm cruising, warm idle conditions). Closed loop is not used under high power conditions - the ecu has a specific high power/high boost/full throttle map that is used for safety. This map is open loop and generally rich in mixture and low in ignition advance to accomodate for various fuel qualities. This (full throttle/high boost) happens to be the condition in which NOx would be at it's worst, so EGR would be employed. SO-------- if the ECU is open loop, and expecting EGR to be active, it should be providing the appropriate amount of fuel for this condition, which means that if EGR is disconnected the ECU will not be compensating (via closed loop) with fuel for the added COMBUSTABLE fresh air. If the 'full throttle/high boost/open loop' map is safely rich enough than no problem, if not, then ping away baby. Oh yeah, then the knock sensor comes in.....blah, blah, blah,