Is your 260Z a manual, or an automatic transmission? On the manual cars, the EGR relay only controls the EGR system. But on the automatic trans cars, the EGR relay also controls the ignition timing by switching the ignition module to use either the retarded and advanced pickups from the distributor. So, if your car is a manual, then yes... The only implication of removing the relay (and it's associated wiring) is to the EGR system. But if your car is an automatic (or came from the factory originally as an automatic), then there will be implications to the ignition system as well.