The pictures below shows what can happen to the EGR and various other internal parts of your engine. The problem with putting exhaust gas back through the engine is that it produces a lot of carbon deposits. These end up getting stuck to the walls of the EGR valve and pipes. They also coat the inlet manifold. Over time this will severely reduce the efficiency of the engine. Your power will reduce and you'll get less MPG. The reason why the manufacturers aren't bothered by this is they get to charge you for expensive EGR repairs or cleaning. Mitsubishi recommend that you clean the inlet manifold at around 5 years or 60k miles to remove all the carbon deposits knowing full well that the EGR is the main cause of them! By switching the EGR off you will massively reduce the carbon build up in your engine.