the klx stock is to lean as rocky said JET IT

I've not seen a lean afr on an 09 or up stock bike, most were more rich than lean that is why it responds so well to the slip-on alone. I'd add the slip-on and see, if you have issues jet but on my 09 it wasn't necessary at all and when I did open the airbox and jet it made less of a difference powerwise than the slip-on alone.

i dont know about that mine i bought brand new and the first day it turned the header a very deep purple to me that says LEA:(N

That's good to know... Thanks :)

Don't just look for one excuse not to jet. You will benefit from jetting more than the slip-on. Even more so with the air box lid removed or an aftermarket snorkel. There's no way around it. It depends on your elevation of course.

Remember your location has everything to do with it. In so cal I had a 40 pilot jet before going with a fcr35. Higher altitudes may not need rejetting. Sea level here required it as the very first ride the header was turning blue from the heat.

linkin, I wouldn't necessarily dispute what the AFR readings might be on the OEM needle, but I doubt there's little debate about the lousy profile of that OEM needle. This is where the DJ needle kills in terms of great response and performance. The OEM needle yields a funky, herky-jerky throttle response even when you lift it with washers. It also has a sensitivity to surging when trying to maintain a steady cruise throttle position. It's not unrideable, just not optimum.

So my exhaust came and looks well apart from one thing...
It has no bung for the O2 sensor unlike the stock pipe.

If I was to replace the old exhaust with the new, what would need to be done with the O2 sensor?

Thanks guys

Your bike is fuel injected.....??

It is..