"Don't worry, be happy!"
Just ride the bike; don't overthink things too excessively.
Doohickey (idle shaft lever) component failures are rare, if not non-existent since release of the 2008 models; balancer system failures with catastrophic collateral engine damage rarer still. Your bike, your risk, but . . . I'd imagine your stock balancer system will last through your warranty period (not that balancer spring tension doesn't bear watching, and periodic adjustment sound maintenance).
As to first service, dealer-performed may offer you some confidence, should warranty issues later surface, although all procedures within rider-echelon capability, IMHO.
Just a suggestion: Perform valve clearance inspection (and adjustment as necessary) at initial service. NOT mandated on Generation 2s, but . . . with no relevant engine design changes, was recommended for Generation 1s. A competent valve clearance inspection will do no harm at this early stage, and might prevent heartbreak later.
Again, ride and enjoy your bike--in production basically unchanged over 25 years; the majority on the road in stock configuration, I'd imagine--riders somehow muddling through, un-stampeded by Internet-fueled paranoia . . .
Yet, sound maintenance upgrades do no harm, and may enhance durability/reliability probability. Your bike, your choice! Your KLR650 engine isn't likely to turn into a pumpkin, just because it clatters and clangs somewhat--"They all do that!"