The only issue with lowering links and riding off road or loaded up for travel is the suspension is already too soft from the factory. Preload needs to be adjusted and pretty much left on "5" all the time. Progressive type suspensions, which the KLR has don't like changing the leverage on the shock, it makes an already too soft suspension, extremely soft.
I tried lowering links when I first got mine several years ago. I had them on about a month and removed them after I kept bottoming the shock and ripping off the tag several times. If you can't quite reach the ground I suggest a corbin dished seat to get your feet on the ground and leave the suspension links stock. Myself am only 5'8" with a 30" inseam and have no issues with the corbin dished and riding off road.
Now if you only ride very mild trails or fire roads and don't plan on loading up for an epic adventure, you may not have any issues, but get aggressive off road and you will bottom the wheel, hard.
2002 KLR 650
1978 RD 400 vintage racer
"I'm flat out like a lizard drinking"
Thanks Steve, you will be missed.