In simple terms, cos thats all I understand, EGR is Exhaust Gas Recirculation.
It uses some of the exhaust gases and recirculates the gas back into the engine. The reason for it is to do with emissions. I think it puts carbon back into the engine and burns it a second time or somethin. The ouutcome is that our engines emissions are better, but they are effectively using dirtier air (clean mixed with exhaust recirc) tto burn the fuel.
By removing the EGR, you will make your emissions "dirtier" but your engine will be able to produce more power, as it is only using clean air.
I dont know if Defenders have em, but some vehicles hae EGR cooler, which cools the dirty air down, before mising with intake air. This helps the burn, as the cooler the air, the denser it is, and the more oxygen molecules are contained within it.
Anybody else, feel free to correct, I'm not a mechanic!!!