Best advice I can give you is to very carefully read the warranty paperwork. It sounds like to me the dealership there in Doha is trying to strong arm you for some money. If they are the only BMW motorcycle dealership there you are pretty much at their mercy to an extent. Just make sure you can prove them wrong with the warranty if you need too. Please contact BMW if you need too, don't just rely on what the dealership is telling you.
As far as the exhaust, have at it. Having to reset the ECU after installing an exhaust, never heard that one before. What would be best is to install a PCV at the same time and use a Dyno Jet map for the new exhaust or have a new custom map made by a tuner.
You Sir are a brave man if you ride in Doha, Qatar. I have drove in that traffic several times. Even though it has progressed for thebetter over the years, it's still very nutty in that city. I really like driving in the area down by the Corniche by the water front, very pretty area with the Dow boats and all.
Qatar is a good country, enjoyed my stays there!