I haven't found anything which definitively states one way or the other on the EGR valve for SKYACTIV-G technology. What I can tell you is the purpose of the EGR and because of that why the technology itself would not cause the demise of the EGR.
EGR or Exhaust Gas Recirculation is a technology which was introduced to limit temperatures during combustion. The way it does this is by introducing metered amounts of spent exhaust gases (6-10%) back into the intake stream where it replaces oxygen. Since spent exhaust gases cannot be burnt again, it limits how hot the combustion gases can get. A major part of the intake air charge coming into the engine is nitrogen (~75%). If combustion flame front temperatures extend to 2500°F range and above, nitrogen oxides (NOx) formation increases dramatically (NOTE: do not confuse nitrogen oxide with nitrous oxide), which in effect are burnt nitrogen molecules. Any NOx molecules which do form are reduced in the catalytic converter which has a section specifically designed for such use.
The main purpose of the SKYACTIV-G technology is to reduce the chance of detonation (pinging or pre-ignition) at the higher compression ratio, the use of EGR will help in this endeavor by making the air/fuel mixture a little harder to detonate.
Another tidbit I found was that EGR is required on all OBD-II controlled engines. Because of this, I would bet Mazda could not eliminate the EGR at all, at least for vehicles which are for sale inside the US.
Another tidbit I found is this thread on the xtremesystems.org forum where the guy is saying removing the EGR on the SKYACTIV engine won't help much, indicating to me it actually has one.