If they are downloading anything to your ECM, you are paying for it whether you know it or not. The street legal Harley downloads are usually sold for around $150, and I emphasize "street legal". In other words, no change to low speed operating parameters where they still have to meet EPA requirements. They also would not match your new pipes at all, since Harley has no street legal downloads for a catless headpipe. As for the idea glens offered, where you pay to have them download an aftermarket solution that isn't street legal, you will pay for those as well. One company I'm thinking of uses a USB thumb drive key instead of the VCI used by TTS and Harley to allow communication with the ECM, but the software is controlled by the shop. You buy the USB key and pay a fee for the download or tune. Some places don't even give you the USB key, but keep it themselves to force you to go back to them for any future work. I would avoid such places like the plague.
In other words, there is no free lunch (big surprise, right?), you will pay one way or the other. Before I would just accept what they are offering, I'd want to know all the facts and I'd also want an honest breakout of the cost. No package pricing, but instead X for the pipe, Y for the "tune", Z for the labor, etc. That's the only way to know what you're really getting.
btw, highly unlikely that a simple pipe change and download would net an extra 15 hp and ft-lb; probably closer to 8 to 10. Contact Steve at Fullsac (he's a member on this site btw) and see what his experience has been. You could also see what he would charge you for the TTS, his map, and his pipes as a package deal and compare with what that dealer is offering. Just a thought.
Jerry