I've tried mine disconnected and connected and could never tell the difference one way or the other. Heck the computer doesn't even seem to be able to tell the difference, it doesn't give a code with it disconnected. So I just leave it disconnected because I've heard it helps keep carbon from fouling up the intake that way.
But I would think newer cars are more sensitive that way and EGR could make a real difference.
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Winter daily driver, parked most days right now

Summer daily driver
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