................................. Called the dealer and explained... "without a check engine light we wont know what it is..." Um, OK. 
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Gotta love those incompetent nincompoops at your average Harley store. Maybe if they hired someone who actually went to school for more than a day, and actually stayed awake, they could use a little grey matter and some simple diagnostic routines to track down problems without a big neon sign and an arrow pointing to a particular part saying "change this one". Friggin' idiots.
The fact that you don't have a check engine light (you don't, do you?) doesn't necessarily mean you don't have any DTC's stored. Somehow the Harley system seems to be able to set codes without turning on the light, which I didn't think complied with EPA rules but what the hey, Harley can get away with pretty much anything. Anyhow, check for codes first. Then it becomes a case of following a diagnostic routine. BTW, there are other things besides the O
2 sensors that can cause what you described. A bad temperature sensor can keep the ECM in warm-up mode (open loop), for instance. That will definitely kill mileage.
If you don't have an Electrical Diagnostic Manual for your bike, it might be a good investment. In the meantime, if the clowns in your dealership are really that useless, find yourself another shop that understands basic diagnosis. Beats the heck out of just changing parts until you hopefully find the problem.
Jerry