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If you do a quick search you will see a couple differing opinions on the topic. The general idea is to equalize the high pressure oil between the heads. The more consistent pressure provides a smoother smoother running engine. Most of the upgraded HPOPs say you don’t need it as the upgraded units balance the pressure so the crossover is not needed.
I installed one one before I installed my t-500 and noticed a smoother idle. I did not bother to remove it when I installed the t-500 and it has not been an issue so I just left it alone.
I took this from Riff Raff Diesel's HpX: The crossover is meant to allow excess oil pressure to flow between both heads allowing for better supply to the injectors. By allowing the oil to flow to the opposite head, the issue of pressure spikes are less and allow for a smoother idle.
You can do the same thing theoretically by removing the check valves beneath the stock lines. I still run one even though my HPOP doesn't have the check valves. I figure until it leaks it can't hurt to have equal flow and pressure and not only rely on the HPOP to relieve the pressure.