I agree that I'd leave it on till it is not financially feasible to keep it (something breaks on it). As Bosko5.0 noted, at cruise the inert gasses allow the EEC to add timing and remove fuel, which helps economy and increases engine efficiency (the throttle is open further to compensate for the EGR).
To be really clear, you're not thinking of the A.I.R. (smog) system, are you? It is MUCH more bulky and weighty, with a pump, discharge hoses, diverter valves, a check valve, and so on.......... I find the AIR system components to be in my way much more than the EGR stuff. It is easier to remove the AIR system if that's what you intended......
Good luck.