Roper,
It would seem to me that the exhaust cooler inlet gas pressure would equalize, if the EGR were shut permanently, so you would never have to worry about the cooler bursting. Like you said, though, the hot gases are still in there and can still melt the soldering, which is what happened to my cooler.
Now that my EGR and EGR cooler are permanently "fixed", I don't need to worry about them ever again.