My 1997 Fatboy was modified when i bought it new by the dealer and I got used to a louder Harley with relatively good performance for the time.
When I got my 2006 FLHTCUSE I kept it stock for the first year but got tired of the heat and felt the bike was being chocked down by the stock setup. I realized it was handicapped by the stock setup when i installed S&S SPO mufflers and an Arlen Ness Big Sucker as well as a race tune download. It gained power and runs cooler, it also has a nice deep rumble that has more of a traditional motorcycle sound. I don't regret letting the motor perform at a better level.
On my 2009 I decided to not wait a year and had the head pipes replaced with Vance & Hines power duals and a set of Cobra mufflers and the SSERT for a richer tune to help prevent overheating issues that the 110 motor has a history of having.
I see people changing from the stock setup for various reasons, as mentioned above, they want to make the look or sound their own, or they want maximum performance and not the strangled factory settings due to the EPA. Then you have the philosophy that Harley itself has been promoting for years Willie G. says "a Harley is a blank slate and each owner makes it his own work of art." So I think with the large parts catalogue and that policy they expect and hope that owners spend money to change things from stock. The MOCO and dealers make lots of money selling us the parts and labor for the install. I bet this is one reason we can't order the bike the way we want it from the factory.
I do understand the idea of the first poster though, I know several people who have stopped riding Harleys for other brands because they got tired of spending thousands of dollars after the initial purchase just to get the bike right. They buy other brands and just turn the key and ride.