Heavy duty diesels (except Caterpillar) have used cooled EGR since 2002, in order to meet emission regulations.
Light duty European & Asian diesels have used cooled EGR since the late 90's, also to meet emission regulations. Any light duty diesels sold in the US since ~2002 have also used cooled EGR to meet emission regulations.
I'm sure there are better informed experts on diesel combustion in this forum than myself, but I'll do my best to explain.
The main purpose of EGR is to dilute the mixture in the zone where combustion is occuring (of course it dilutes the mixture everywhere, but the zone of combustion is where it matters). The purpose of dilution is to reduce peak temperature, by adding inert matter mixed with the reactants, that absorbs heat without adding to the heat release. NOx formation is a strong function of peak temperature, which is why this strategy is very effective.
The purpose of cooling the EGR is to increase the density of the inert matter, so the manifold and cylinder pressures can be reduced for given EGR mass flow rate. Also, this not only reduces the peak gas temperatures, thereby helping with NOx reduction vs non-cooled EGR, it also reduces the peak temperatures and thermal loading on critical components like pistons and exhaust valves.
EGR is now a fact of life for diesel engines in tightly emission regulated markets. Increasingly, it will also become the norm for high power density (i.e. boosted) spark ignited engines in these markets also.