I don't want to drag this out the entire point was be carful what you say, if anything the first reply I quoted was kinda condescending from a vendor "sure do that if you want to noise and no power" is essentially what it said I thought that was kinda not cool and I have a right to that opinion.
As for my experience on the matter, I've owned over 50 motorcycles in my life, I own 7 currently, I've modded and wrenched on every single one of them for the past 30+ years from Honda, Suzuki, Kawasaki, BMW, Ducati, etc. i do my own mods myself, testing and dyno's and spend tons of money in the process testing tons of combinations to know what should work and most likely what won't. I'm also an engineer by trade so it's how my brain works. I'm hesitant to take anyone's word (been burned by that BS before) and I test it myself.
I currently have 2 Z125's and 2 Honda Monkey 125's that I'm also working on and testing out and all with different components, again to see what works and what doesn't work and have done real world testing side by (since I have 2 it makes it easier) and with these little bikes little gains show up pretty easy. I'm also trying different parts on each to see how well the do or don't respond. I may not be a vendor but I have a lot of experience on the subject at hand.
Those YouTube videos are from a pretty respected source and used as a reference to say "Yea these mods do work on this bike and here some samples of some gains we've seen". There are plenty more out there. The videos are evidence as you would provide with anything else your attempting to prove a point on and they are from a respected source not Johnny Hicksville with a couple squirrels and a paint can going look my dyno gave me 50hp from my exhaust!
For the OP: Sorry we got off topic mate...
Engines need 2 things to work more effectively and more efficiently. They need Air, Fuel and a way to get it out via exhaust. When you do the right things and make those better you get performance. In that regard it's a simple formula. When you remove a factory restrictive exhaust setup it can breath easier and run better. Most decent exhaust systems available will accomplish this. Tuning will absolutely make it better then just the exhaust alone or with any other mods in conjunction. As
@mnnthbx said you should be safe however there is always a chance that something goes wrong. A tuner will reduce that chance. Me personally I'm running one tuned and one not tuned with intake and exhaust and so far everything looks good, plugs, oil, temps, etc. The tuned bike pulls a little harder and idles better (thanks to my Bazzaz which I got from
@mnnthbx and their tune) and the non tuned one definitely out runs stock easily.
There I think that puts us back on topic...