The EGR air will be heated but the rest of the air won't be. Enough EGR to have a large percentage of heated air and the engine won't run well. EGR is typically sooty and will dirty up everything after a short time making the engine run worse.
Originally Posted by rgathright
Yeah, but if you made your air intake pull from the radiator through metal tubing that was attached to engine block it would drastically heat up the air.
Drastic is what won't happen with air from the radiator. Not much heat available there and it takes a long time before heat comes available. When the factory wants a WAI they take it from the exhaust. Lots of heat is available and very soon after start up. A few models use a mini heater core in the air box.