Exhaust Leak or More Time to Adapt After Header Swap

[rcb78]

I recently installed an Arrow cat-less header on my '13 F800GS and immediately noticed my fuel consumption went wonky.  My understanding is that sensor voltage reading hi indicates a rich mixture, but control factor hi indicates a lean mixture (pics below).  Ultimately I'm not sure I understand this correctly since that would be contradictory when you see the graphs linked below.

Secondly is it possible I have a small leak in the exhaust before the O2 sensor or do I just need to leave it alone and give it more time to adapt to a rather large change in exhaust flow.  I've run one tank of gas through since the change.  I used a light smear of ultra copper on the slip joints and flange to head gasket.  Should I redo the slips with something 'stronger', redo the main gaskets dry??
FWIW, the MPG readings didn't completely tank, but they are off enough to catch my attention, down about 10%-15%.

Before Lambda Sensor voltage ranged normally (can provide pics if needed).  After, it is mostly normal except at highway speeds (70-80 mph) where it continues to swing up and down, but trends towards the high side.  Sensor Voltage

Likewise, the Lambda Control Factor looked normal before, but under the same highway conditions it now shoots up.  Lambda Control Factor

As to why I swapped the header, the original had a nice dent in the lower pipe where the PO presumably had a rock strike.  I thought that if I was going to replace it, might as well do something that flows better (and is cheaper).

[rcb78]

Just to close the loop on this, I went with a hunch and tried the airbox mod that many people talk about on other GS forums, basically a fancy name for drilling large holes in the airbox cover, and everything seems good again.  My guess is that the intake vs exhaust flow was too imbalanced by with the cat-delete header and the tiny little air intake horns just don't let in as much air as the engine is capable of using.  It was a cheap gamble since a replacement cover is only about $20 if it didn't work out, but I have yet to notice any downside.  The bike pulls harder all the way through the rpm range, and all the data coming off the GS-911 looks normal again along with my mileage having returned to normal, maybe ever a touch better.