A remap is needed if you want to tune your bike for maximum performance and driveability. Since HD must comply with the EPA regulations and they aren't able to without shipping bikes that are leaned out from the factory, there is always room for improvement. By adding fuel with some kind of tuner, you will make your bike perform better and run cooler. This is not needed if all you do is change the slip-ons.
However, if you change the breather to a free flowing unit, you will increase the air being sucked into your engine, further leaning out an already lean mixture.
This is not good and could result in damage to your engine.
If you change breather, you need to remap, if you don't change the breather you don't need to remap, but may wish to anyways.