I have removed my EGR, and it caused a CEL, which is what should happen.
EGR is on all the time, but it is not open all the time.
There have been a few times that Focus people have removed EGR and dynoed zero gain or even a loss due to the ECU throwing a DTC.
I do agree that it does build up some gunk in your intake, but it keep a clean engine (more than just average upkeep) and spray cleaner in you intake every once in awhile, that's not a problem.
Throttle response is hard to quantify. You would need to do a few back to back 1/4 mile runs with EGR on, then another few runs with it off, average the 60' times, then compare them. Otherwise it's using the completely inaccurate "butt dyno".