The EGR only works when the engine is at operating temperature, and the engine is at a cruising load.
The EGR is OFF when the engine is cold because the function of the EGR system is to keep combustion temperatures down and reduce NOx emissions. Furthermore, manufacturers want their cars to warm up quickly, as tailpipe emissions are greatest when the engine is cold.
The EGR is OFF when the car is under Wide Open Throttle (I'm not sure why, keeping combustion temps down when they would be the most hot would make sense to me)
The EGR is OFF when the engine is idling (in the event of a malfunction that keeps the EGR on, the engine will have a rough idle or stall if the EGR is on during idle)
The mechanical reason the EGR doesn't operate at idle, is because it's diaphram gets the vacume source from the throttle body (the manifold has a vacume at idle, but the throttle body does not)
When the car is at WOT, the throttle body pressure is at or near Zero (Naturally aspirated engines) or positive pressure (boost for turbos). This would mean the diaphram would be closed.
Here comes my educated guess: Therefore the VSV likely keeps the EGR from working when the engine is cold.