I know it will do that, it will help troubleshoot. If it is doing that, then it sounds like the bypass valve is functioning properly (by closing when there is NO vacuum). If its generating boost w/out a line hooked up, but no boost with the line hooked up, then its sounds like the problem is the vacuum source. Even if you can't physically see the vacuum line is damaged, try a new one. Sometimes the line will collapse without you being able to tell. so easily.
Without the vacuum line, its feels like it is more responsive because the boost is running constantly. The function of the bpv is to increase reliability and fuel consumption during normal throttle operation....so the engine isn't feeling like its racing all the time. The bpv helps more than it hurts for 99% of the time. You can always test the difference at the track.