The PROM is the chip that's inside the ECM. It can be programmed to do things like edit out the EGR, adjust fuel tables, etc.
If you removed the EGR and blocked the opening, or just unplugged it, and drove the truck you'd get a SES light telling you there is a problem. After checking for the code it would tell you something is wrong with the EGR. So you could edit out the EGR so you wouldn't get a code/SES light.
If your chip has the EGR deleted then it won't allow it to work so your NOx readings are going to be high.