True, mostly....
Ford did have EGR on a couple of the early '80s diesels.
The 6.0L came out with EGR with its debute in '03. Your dealer is right, dont let it idle. Turbo cooldown should still be done, though not more than a couple of minutes after a hard workout. A diesel naturally runs cool at idle, when you add EGR it runs even cooler combustion temps. Depending on the calibration, Ford has tried using the EGR at idle to quiet the engine. They are finding that the noise is better than the side effects. Currently, the latest calibrations shut the EGR durring extended idles.
They do smell different, I believe it is due to the total package design turbo,combustion chamber and EGR are all definatly a part of that.
Another thing to remeber with your 6.0L, dont do short runs if you can help it. Sinse the turbo is a variable design, if you dont get it completely warmed to dry out any condensation, it can stick. The folks that dont do this and just move the truck from time to time to mow the grass or get to something behind it have noticed repeated turbo failure due to rust build up.