Actually exhaust flow can and will affect the fuel mixture, but not to the extent those people you talked to tried to make you believe. In the old days before closed loop engine management systems, any change that could increase air flow through the engine would adversely affect the air fuel ratio. These days you have a closed loop engine management system with oxygen sensors in the exhaust, and the engine management system uses the sensor data to automatically adjust the fuel setting to maintain the prescribed ratio. A simple exhaust change is unlikely to cause a big enough change in air flow to exceed the capability of the system to self adjust. So the recommendation to avoid riding and just trailer the bike to a dyno to have it tuned is way out in left field, and I'm guessing the recommendation came from some old geezer who still hasn't heard about modern engine management systems. And just in case you think I'm picking on old geezers, I am one.

Now, to further confuse the issue I will say that I still recommend having the bike tuned by a fully qualified professional tuner. The tune that comes stock was designed first and foremost to meet strict emission standards, and not necessarily to make the engine run as smoothly and reliably as it can and should. A good tune is well worth the cost even on a totally stock Harley. The trick is in finding the fully qualified and ethical pro you need to do it right. Don't assume that any place with a dyno actually has fully qualified people on staff. We have some very good pro's on this site; ask them for recommendations for a good tuner in your area.
Jerry