How many people do you know that have had their car or motorcycle impounded for having a race exhaust installed?
Be real dude. Dealers know what they are doing and they don't care. Nobody cares what exhaust you have on your bike. "Off road use only" warnings are for manufacture liability protection. CA is probably the only state in the US that might present unique challenges.
Some "illegal" actions are more illegal than others. If this is a legitimate concern for anyone that can afford this bike, their head is in the wrong place.
+1 - Absolutely hits nail on head !!