What is this connector for? Can I plug the hot end for heated grips in here so it's only 12V when the bike is ON? I tested it and 2 of the pins have 12VDC when the bike is ON.

I couldn't find it on the wiring diagram for a 2009 KLX250S

 

I believe it's for diagnostics. When I got my bike dyno tested, they plugged their computer into it to get a tachometer reading.






Only 3 pins on mine are active:
12V-
12V+
and Data.