You will still need a wiring harness. The harness will run power from the fuse block to the lights and also run to the switches. Power does not flow like the old bikes, from battery, to fuse block, through switch, to light. The switches will control the fuse block and allow power straight to lights. I did not use the harness completely as the CVO Limited has aux lights stock. I wanted the fog lights independent, so I sliced into harness and also routed wiring inside lowers and out through the radiator covers. My wiring is also got quick disconnects so the lights can be removed with the lowers if needed without cutting the wires.
With a road glide I would think the switch is independent to begin with. Your concern is the harness running down the frame rails then out the crashbar to lights. I wanted it all hidden so went extra step.