I'm not aware of any requirement to replace the bearings as long as you don't damage them during removal, but there again that's where having the manual comes in handy. If you had a significant number of miles on them, I'd recommend installing new ones in the new rim just because the H-D bearings haven't been all that reliable for many folks. What is the plan for the take-off rim? If you plan to reuse it in the future or sell it to a buddy, why not leave the stock bearings in place and install new ones in the new rim? Just a thought. And I'm assuming here, since you didn't really specify, that the new rim doesn't have bearings installed and you were planning to remove the ones from the stock rim and install them in your new rim. If not, and the new rim came with the correct bearings installed (make sure they are the correct bearings for an ABS system), then ignore all the comments about replacing bearings.
In case you need the info, these are the H-D part numbers and MSRP prices. You can also find the proper bearings in the aftermarket.
Left Side: P/N 9252 BALL BEARING w/ encoder, ABS $30.40
Right Side: P/N 9276A BALL BEARING $21.11
Jerry