Can't make any more heat than what's already there... you need a flow of exhaust gas to get new heat there. By that logic your heater would heat your vehicle just as well with all the vents closed. And, the egr cooler can't get any hotter than the coolant temp, since that's what's running through it. No exhaust, no heat.
You'd still need to leave the EGR plugged in though, so it can move the valve and get feedback, so it's happy and doesn't code out, and throw a CEL at you. Don't forget gaskets, might need them too.