For a diesel, it's more of a pain than it's worth to run EGR (soot becomes an issue, etc.
For a gas engine, it adds more total gas into the intake stream without requiring more fuel (no extra oxygen) or increasing power output. As a result, it takes less energy to suck air past the partly open throttle plate (due to lower intake vacuum) and reduces pumping losses. Often, the increase in total efficiency from the reduced pumping losses is greater than the loss of combustion efficiency from the lower combustion temps.
For a gas engine, it adds more total gas into the intake stream without requiring more fuel (no extra oxygen) or increasing power output. As a result, it takes less energy to suck air past the partly open throttle plate (due to lower intake vacuum) and reduces pumping losses. Often, the increase in total efficiency from the reduced pumping losses is greater than the loss of combustion efficiency from the lower combustion temps.