There's an indirect connection on how the EGR affects the check engine light.
The check engine light will come on if the computer cannot resolve the parameters in a given situation when it seems the reading from the O2 sensors are off.
Hence, if you have a clogged thermactor system or check valves, the air that would normally be diverted down stream to lean out the excess gas mixture in the exhaust would be pumped back into the engine.
The O2 sensors may get fouled (hence the light) and the increased fuel vapors sucked back in the block may find it's way into the EGR (the air would carry more soot) and cause the build-up on the diaphram/valve stem causing the PFE (the sensor attached to the EGR valve) to get a false reading.
The combination of these "failures" would normally be captured with the 44/94 codes, but always check the sub-systems to be sure. Most mechs default to check engine light = O2 sensors, which may or may not be true. The heat would normally burn off the residue, but over a period of time, it will eventually get fouled. Any codes for the EGR (and sub-systems) should be inspected carefully. My thoughts...