You won't gain anything out of removing emissions or AC unless you want a cleaner bay or remove faulty parts.
The biggest gain from removing the EGR is removing the intake manifold and throttle body to CLEAN
the build up out of them. The other big gain is achieved if you have a leaking valve which would then remove a boost/vacuum leak.
As for the pressurizing the gas tank, that will only happen if you block off the breather line from the tank.
Removing the AC won't give you anything except maybe a hair of a miniature pony. The only time it causes load is when the clutch on the AC compressor is engaged (when the AC is on). If you have a bad compressor then that's a different story.
I did remove mine and it was pretty easy. I would highly recommend to take it to a shop to get the refrigerant evacuated and recycled. If you choose to ignore that, either wear a protective APR (Air Purifying Respirator) with chemical filters and a face shield. If you don't have those, then hold your breath and get out of the area until the vapors are ventilated out.
If at any point it was filled with a dye then use a rag or end up like me.
The white on the rag is frost.
That is another reason why you should
get the system evacuated and recycled.