I don't believe that pulling the headlight fuse has any effect as far as how linking and uploading tunes to the ECU goes. It does, however, increase the chance that the battery will be drained so much that it could kill your link or tune loading before it completes since the ECU needs the battery power to operate but the bike cannot be running to upload tunes.
This is more a precaution if you have the ECU linked up over a lengthy time.