Is it a risk to put on aftermarket pipes without a tune?

I have vanemon exhaust on my 25 rocket gt. One sensor. I do not have tune. The bike works flawless and no lights. Feels like more snap in throttle and pulls hard. I did not go for the header as I think that may require a tune. I will be looking at the BT ECU Tune.
 
I have vanemon exhaust on my 25 rocket gt. One sensor. I do not have tune. The bike works flawless and no lights. Feels like more snap in throttle and pulls hard. I did not go for the header as I think that may require a tune. I will be looking at the BT ECU Tune.
 
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