This sounds like the Tech did a base tune to get it close and wants you to bring it back after 500 for a final tune. That is a far cry from simply putting the parts in and turning you loose to put 500 on it before tuning, which would be less than desirable and without some change to the mapping perhaps damaging.
I know one very good tech that prefers to do just what you are describing. A few miles tuning on the dyno to get it close, then 500 miles, then final tune. There is absolutely nothing wrong with that. Now if you were 500 miles away from the tuner, that's another ball of wax. Then likely all tuning has to be done before you take the bike.