Because paying a mechanic + some paper pushers a few k (at most) at either end is cheaper than 120k in tax...
I'm not familiar with Hennessey products, but this is how Ford Performance handles their "factory" supercharger kits. The tuner isn't included with the kit, but owners expected to have one.
Most cops won’t pull you over for an exhaust that is too loud unless you keep blasting it in your neighborhood enough for neighbors to complain. And none of them will ever check your fueling system. Manufactures of these devices sell them as “non-public use only”, knowing full well you won’t race your 800 lb Harley. The saving grace is that most people don’t do this. Only a few people buy motorcycles (or high performance cars) and of those only a few modify them to this extent.
Well sometimes there is a small exception. If you live in California then you swap the stock parts back on to the car to pass the emissions test. (Note: Not because the tailpipe emissions are higher in any way, but because the state bans aftermarket parts).