That hose does not connect to the EGR valve on a 96; it connects to a plain fitting directly on the intake manifold. The other end, as TMAllison says, connects to a pressure transducer (010 542 99 17) on the firewall. If the hose comes off of the manifold (or is cracked), the transducer will sense zero vacuum, which is a false signal if the engine is running.
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