I think that your dealer is trying to scare you. He is partially correct. Generally speaking, a bike "can" run leaner when installing an after market exhaust system and it "can" damage the engine. In my experience, bikes that run lean to the point where they will damage the engine will not run well at all. They will most likely not rev out or stumble and spit under acceleration. i.e. you will know when the engine is running critically lean. What some people do not realise is that modern OEM manufactures have such sophisticated exhaust systems that after markets can only improve the performance on very little.
My experience with the SD and exhaust systems is that the "slip on" type didn't have a noticeable improvement over standard and the full system was only slightly better than stock. Running the AKRO map made the bike incredibly rich and killed MPG's.
In my experience: Out of the three different maps to choose from (stock, updated stock and AKRO)the updated stock was the closest one to ideal as you can get.
What background does your dealer have in regards to the stock map and open exhaust on the SD? Does he have a DYNO with an o2 sensor that he can show you the results that the engine does run lean to the point of damage? I have done this research and spent hours on the DYNO switching exhaust pipes and uploading different maps. I would not run my bike with a setting that would damage the engine.
With that being said, it doesn't mean that everyone, everywhere can run the stock map with open exhaust. Do your research and experiment as needed. I am only saying that my bike, in my area of the country, at the climate that I ride in, runs fine with the stock map and full AKRO exhaust.