Not a Harley, but we have a 96' diesel suburban that came new with an oil cooler on it. I know some guys on the diesel forum that do, and recommend doing, disconnecting and draining the oil cooler and lines during oil changes to get that extra quart or two of dirty oil drained but I have never done it. The connections are really difficult to get to and it's way too dirty of a job and I never wanted to risk creating a leak that I didn't have on the cooler or line connectors. GMC doesn't recommend it anywhere in the manual but a lot of guys that still have these things preach doing it. Similar situation on purging the MC engine I think.