Congrats on the new bike. Have installed 100's of new pipes on bikes before the customer picked up, never a problem, can't say why you're dealer is shying away, I would jump on the sale, especially this time of year. I would tell you (before you shell out 100's of dollars) that the stock pipes on V-Rods are tuned very well to the engine and it's hard to find a better pipe for the machine, but I run stright pipes on my EVO, I like the sound, it's the sound track of life to me, don't need no radio, so I can relate. I thing I have found the V-Rod engine is more like a race engine then a Twin Cam engine, you have to keep the rpm's up high for a proper break-in. Don't baby it, it takes more to seat the rings the the average bike, I have seen a few smoke for quite a while and have tried to get the tech dept. in Milwaukee to ok a teardown on one (under warranty) with a couple of thousand miles on it, still smoking. They would not let me touch it untill it hit 5,000, they said they have had a few take that long to get a good seat on the rings. I have a hard time swallowing that, but harley's tech dept. is usually right on. They said keep dino oil in it, don't up grade to syn till after complete break-in and tell customer to ride it like he stole it, try to keep rpm's above 4,000 when riding.
It's a great machine you bought, enjoy it.