EGR system lowers NOx emissions, and also helps prevent pinging/knocking using regular gas, 87 octane.
EGR system adds exhaust gases to intake when engine is under load, when an engine is under load the cylinder temps climb up.
You may notice when climbing a long grade the temp gauge will go up a bit, that's under load and that's the cylinders getting hotter.
Hotter cylinders generate more NOx gases, when exhaust gases are recirculated it slows down combustion process which lowers heat and reduces NOx.
But even when cruising along computer will often add some exhaust gases to intake to keep NOx levels down.
You may also have noticed an engine pinging/knocking when under load, that's pre-detonation, the heat in the cylinder has climb up enough to ignite the 87 octane fuel just before spark plug fires, the Ping noise is when the self ignited explosion meets the spark ignited explosion in the cylinder, and this meeting of explosive wave fronts produces even more heat, so pinging can be self perpetuating, and it will eat valves and pistons.
The exhaust gases lower the cylinder temp so less likely hood of pinging getting started when using 87 octane.