35d EGR replacement

[scorpioy]

My car is e70 35d. I got cracked EGR and bought a new one to replace it.
But I found there is an eletronic wire with Black fabric around it at the bottom of EGR, attached to a Black plastic ball. I tried to pull it but no success. I don't want to pull it too hard and afraid if I would damage the connection.

There are many threads talking about replacement of EGR, or thermostat, which involves removal of EGR. I did thermostat replacement but I was having some wires still attached to the EGR.
I don't see anyone talking about the removal and insert of this Black wiring. See attached images. The Red circle is where I'm talking about.

Anyone please provide me some info about how to unplug/plug it?
Thanks