BLM is only giving you the difference between the airflow the ECM thinks is there (after subtracting out the EGR that it thinks is there) compared with what is actually happening on the engine, not the actual fuel economy. I think that generation of ECM had a BPC vs. EGR calibration in there somewhere and any error in that calibration would show up as a BLM shift. There will be an emissions benefit but you should see a slight mileage improvement when looking at the pulse width at the same vehicle speed - you'd need to log injector pulse width, RPM, vehicle speed and integrate pulse width * RPM and compare against miles (or kilometres) driven to get at least a semi-accurate reading. Also EGR is usually set up to allow more advanced ignition timing - maybe 5 to 8 crank degrees - which should help your efficiency numbers. I don't know if I've ever seen a calibrated EGR system make efficiency drop, but certainly if the timing isn't adjusted up that can happen. That being said, with EGR there is a peak efficiency point where you've lowered NOx as much as you can and advanced the timing as much as you can and if you increase the flow rate any more then you get an efficiency drop - if some is good, more is not necessarily better. Just like tequila. It also should help lower the exhaust temperatures at part-throttle.