Jerry, when I had pipes put on my bike, the dealer said that I really didn't need SERT as the EFI would " self calibrate" to the fre'er breathing exhaust. I went with the SERT and dyno tune anyway mostly to enrich the mixture and keep engine temps down.
A 2003 Harley
does not have the closed loop system of the recent models, and it won't self adjust anything. While a 2007 (2006 Dyna) and later model will self adjust in closed loop mode up to a point, the older models just follow the map that's installed.
Jerry, what other changes if any have been made? Mufflers, air cleaner, etc. If the only change is something like a set of V&H Dresser Duals headpipes, with the stock mufflers and air cleaner still installed, I doubt there will be enough change from the headpipes to do any harm at all. If the air cleaner and mufflers have been changed to high flow models then he really should have it tuned. The engine will run leaner than stock under all conditions, and stock is already very lean. Not only does that affect driveability and power, but it creates excessive heat and can damage internal parts like pistons and valves.
Jerry