From an engineering point of view, EGR improves BSFC only in certain operating conditions. Light load with 25% EGR flow rates can, in certain engines, with appropriate injector timing, improve BSFC numbers. However, the most efficient diesels do not use EGR and achieve thermal efficiencies well north of 44%.
Put another way, EGR and efficiency depend on engine design, typical operational loads, where in the rpm range they are operated and tuning.
As mentioned above, many people enjoy improved overall performance when EGR flow is limited or eliminated.