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It has been done, you have to get a custom pipe made to replace the EGR cooler if you remove it.
Easier way is to leave the EGR cooler in place, turn off the EGR valve in the closed position, replace the exhaust up-pipe with one that does not have a port to connect to the EGR cooler and the plug the rear of the EGR cooler where the exhaust up-pipe would connect.
any advantages to this besides stoping the failure possibility?
The number one cause of failure of the EGR cooler is the high heat cycling it receives from the exhaust gasses. If you remove the exhaust gasses from the EGR cooler, shut the EGR valve and cap off the EGR cooler exhaust port, if the EGR cooler leaks after this modification is done, then there is no problem, as the coolant does not enter the cylinders, it stays in the cooling system.
Having "been there, done that" w/ the EGR failure, I'd recommend the deletion even if its the only benefit. It can get rather costly to repair just the EGR (like a $900 part just for the EGR) as well as the EGR valve, intake manifold, VGT and assorted other parts down the line. My repair was close to $4k and could have been prevented by a $200-300 "fix".