To connect EG to your remote Unix server, you need SAS/Integration Technologies to be installed/configured on the Unix server. That's the part that represents the extra cost that your admin referred to.
SAS/CONNECT: allows one SAS session (such as your local SAS on your PC) to connect with another remote SAS session
SAS Integration Technologies: allows any arbitrary client application (such as EG, or Add-In for Office, or DI Studio, or a custom app) to connect directly to a remote SAS session.
Still, it's worth a discussion with your SAS account representative to see what can be done to obtain that piece of connectivity. SAS Integration Technologies is part of many SAS solutions (including BI and Enterprise BI) and might not be out of reach. Your SAS account representative would be able to assess and tell you more.
Chris