The drain plug has normal threads, not pipe threads, so sealant is not needed as long as the O-ring is good. There is no Harley recommendation in my manual to use anything on the oil drain plug threads. That doesn't stop people working on Harley's from slathering on the old pipe dope however. Or better yet, if yours is shiny some lamebrain probably used silicone sealant. Some so-called mechanics seem to think silicone will fix anything, just like duct tape. I try to avoid those people.
As noted above, those drain plug O-rings are easily torn if the surface on the pan or the plug has any sharp edges. Clean-up any such surface damage (or if the plug just replace it) and install a new O-ring, then torque the plug (14 - 21 ft-lb). I did that on my 2005 when I found the O-ring torn on the first oil change, haven't had an O-ring break since.
Jerry