OK Some finance Facts. The dealer acts as an agent for HD credit. The loan was approved for the amount of the total sale price less trade, plus tax, plus fees and extras, less $3000. Whatever that amount was, that was what money the dealership was advanced for the bike. (plus they may also have got a paid a fee for the doing the paperwork called a reserve. That is F&I profit based on the rate they signed you for... the higher the rate, the higher the reserve bonus.)
HD credit has no other interest so long as they get paid each month. The dealership cannot unwind the deal themselves. The agreement is between you and HD credit and HD credit could give a rats ass if the dealer ever collects the 3 grand. They have a valid loan with you and if you pay them they are whole!
If those loan papers are sent to HD Finance.... YOU are responsible for the loan balance and the bike is the collateral for that loan.... no way the deal gets undone with out you... so DO NOT let the dealer off the hook. As the agent they have to submit the paperwork sooner or later.
Get legal advice before you speak to the dealer. You can listen to waht they have to say, but if they did not tell you you needed money down they are on the hook.
Now if you had mislead them or if they told you about the down stroke and you gave them a bum check, that would be a different story, but from waht i've read here, you are in the driver seat.... JUST LISTEN, DO NOT TALK.
Don't forget if the dealer sells your trade, they will make a few grand. The can just apply the difference to the trade to be whole... and then fire the business manager.
As a car dealer i have eaten plenty of larger mistakes than that made by my staff, and other times the customer has conceeded some out of fairness and good relations... which in the end i would do if i were you, but NO WAY DO YOU BRING THAT BIKE BACK and let the dealer off the hook.