Severity-wise, I would say this fault is moderately severe and I will tell you why. The EGR (exhaust gas recirculation) system in not a required system for the operation of the engine. That said, it does improve emissions and also helps your engine running smoothly in varying conditions so its operation is fundamental if you want your vehicle to run and function optimally. Not to mention the fact that, if left long enough the soot that goes through these systems could accumulate and cause future problems/issues. Keep your EGR maintained properly to avoid any headaches.