We tune a lot of new bikes and bikes with new exhaust systems. First thing we do is fatten up the map to protect the pipes. Then we tune the engine. If we see a lean trend in any area, we shut it down and correct it before continuing. If we were to start with a canned map or dealer flash and proceed to tune, the pipes will yellow then blue form the overly lean condition.
If care is taken, for the most part, the pipes should not blue during tuning. With that said, there are some 2-1 pipes that concentrate the heat at the collector and they tend to blue regardless. There are also some mufflers that tend to yellow where the baffle begins. We even have fans specifically for cooling the exhaust to help minimize the chances of discoloring the exhaust but that still doesn't guaranty they will not discolor.