Ok, so here's the rest of the story.....
My service manager called Harley and they told him that's the way the lights are supposed to work. I threw the BS flag and reminded him that they sell these lights as a replacement for the tour-pak turn signals in the kit to convert a rigid tour-pak bike to a detachable tour-pak bike. I also told him about what the tech at the other dealer had mentioned about the P&A catalog and the instruction sheet looked wrong.
So he called the MoCo back, and they said what the tech had said made sense and to order the other harness, try it and give them a call back. WTF?? Now I'm troubleshooting hardware for the MoCo? Anyway, my dealer ordered the other harness (69200779A.)
Here's the twist in the story. I already had on hand the Detachables Tour-pak Conversion Kit (53000291A.) But as the lights included in the kit are red, I bought and installed a separate smoked lens kit on my CVO (kit 67800451.) As a result, I hadn't opened the conversion kit yet. (I'm giving the red lights from the conversion kit to my son for his '15 RK.) So I opened the conversion kit and sure enough the harness included is the 69200779A that's listed in the instructions for non-CVO bikes. I plugged it in and everything works like a charm.
I called my service manager back to let him know and he's calling the MoCo.
So the after action report is this: If you want an Electra Glo Saddlebag Run/Brake/Turn Lamp kit for your '15, '16 CVO that comes stock with a rigid tour pak, order kit #67800241 (red) or #67800242 (smoked) and not kits 67800449 or 67800451.... at least until they get the P&A catalog and the instruction's parts list errors corrected. I'm not sure if there's an error for the '14s as they have a rear turn signal bar. Regardless, if you have a '15 or '16, check the part number on the harness before you pay for the kit. It should be 69200779A and not 69200949A.
Hmmmm, I wonder if the MoCo will pay me a troubleshooting fee.