EGR bypass - one reason why not?

Ok I've been scanning the forum. I'm not a mechanic and I have to rely on others to fix my landy's, though I understand a bit. My new '03 Td5 has 70k on the clock and I'm thinking now is the time to do an EGR bypass as its still a baby mileage wise. Surely it's the right thing to do? Is there any reason why I shouldn't get it done?
Thanks in advance!

none easy job to do yourself but mind and keep egr valve just incase law changes one day