You are very lucky Demon to have such qualified friends who can say that for you and if you trust what they are saying then very good luck to you and I hope all goes well. I am no longer so lucky.
I have had many performance bikes in the past, my friends have too and we have had the assistance of a good friend who had dyno equipment at the garage where he worked which we were allowed to play with when it was quiet in the workshop.
In most cases to check / adjust the performance of a bike after an exhaust / air filter have been fitted with the hope of improving performance would take a couple of hours to complete as the engine needs to be checked over a wide range of rpm to ensure that there are no flat spots / area's that the set up is not running properly.
If you are happy with yours then great and I sincerely hope that you have no engine issues further down the line.
I am surprised that the HD dealer suggested that if you don't remove the cat then you will be fine? I am sure that same HD dealer will happily charge riders of bikes that his workshop changes the exhaust on many hundreds of pounds for work associated with re-tuning the ecu on bikes following doing a similar thing?
While the Streets sensors will compensate for a different air filter I think that a suggestion that if you don't remove the cat the bike will run fine is not a hope that anyone wishing to change their exhaust should have.
Like I have stated, previously I ran and raced high performance bikes and over a very short period the valves on these bikes get quite badly damaged by the wrong fuel / air mix which is quite a 'ball-ache' to put right and also, if you have to pay someone to do it, quite an expensive job to do.
I would suggest that anyone who wishes to change their exhaust and wants their engine to remain in good operating condition invests money in having it set up properly or in time by doing it themselves with a ecu tuner.
My opinion and others may disagree