That port on the right cylinder head for the U.S. models is for the secondary air injection (smog pump). It goes up through the upper plenum on the intake manifold and then to the exhaust ports. There are bores drilled into the U.S. heads that allow this extra air to enter the combustion chamber on the exhaust stroke. The process worked, but was pretty barbaric in how it worked......the smog pump basically displaced all of the un-burned hydrocarbons in the exhaust in order to pass period emissions standards. Their argument was that the extra air fed more oxygen to the catalyst causing it to become internally hotter to further burn the un-burned hydrocarbons. That's how it was originally supposed to work, and that's how smog pumps work now. However, not in the case of Mercedes. It worked, but not the way it was intended to.
The biggest issue with this set up is that the bores in the cylinder heads eventually clog up.....completely......with carbon, and the system is of zero use at that point.....which is why they eventually fail emissions testing. The remedy is to remove the intake manifold to clean the bores in the heads.
The EGR system you make mention of is a completely different system. The pipe coming from the EGR valve connects to the lower intake manifold plenum. Again, this pipe, where it connects to the intake manifold, loves to clog up with carbon......which makes the EGR system of no use....but that's not a bad thing. Recycling exhaust gasses for combustion is hazardous to the engine in the long term.