You'll lose some power, but it's not so much you will care, especially on a Rocket. I've been there three times and it's awesome. You will spend most of the time on mountain roads cruising rather than hurrying because the scenery is just that good. Places like Pikes Peak and Rocky Mountain NP have speed limits of 20-30 anyway.
Check for road closures before you plan your route and during the trip. The last time I was there in 2020, there was lots of rain and mud slides caused road closures. We had to modify our route on the fly a couple of times to detour around them or change a section of our route completely.