Why does an unpluged egr valve run better then

I took it in and my number 1 cylinder has very low compression and they did a leak down test and got air up through the radiator overflow jug and out the tailpipe, which I am told are all signs of a bad headgasket. I have 0 in the oil or out the exhaust, i have no white smoke coming from teh tailpipe nor have i seen any loss of power in the engine or loss of gas milage. If it wasn’t for the antifreeze being blown out the overflow jug you wouldn’t know there was anything wrong with the engine. I was just amazed at how differently the engine operated with the EGR valve unplugged over plugged in. After I get my passanger side ball joint replaced I will address the EGR issue.