Also, how does registration and everything else work? I'm buying from another state. Do I need to get the title first, take it home and get it registered, and then go back and pick it up?
I'd get it insured, and carry proof of that with you. Most states allow for a newly purchased vehicle between private parties to be operated on the road from point-of-sale to the purchaser's residence without it being registered first. Be prepared though, and check with the appropriate DMVs first.
If it is truly "brand New", then are you purchasing it from a dealership? If so, they will provide a temporary tag allowing it to be ridden on the road legally, provided you have insurance for it.
Personally, as an auto mechanic, if the motor is brand new I would not run it steady
at highway speeds.
Gen IIs already have a reputation for oil consumption, so it would open a lot of doubt for you in your own mind if you end up with an oil consumption issue - would it have had a problem if someone on the internet hadn't said "go for it"?
It is also not unheard of for someone to purchase a new KLR and find after a few miles of riding that the factory assembly had damaged the waterpump drive seal resulting in a significant oil leak from the waterpump 'weep' hole. It would suck to find that out miles from home with no back-up plan.
The smarter thing to do, IMHO, is chose secondary roads with slower and varied engine speeds and enjoy the ride, or rent a small truck (they do specify that they are not to be used for transport of vehicles or engines with gasoline in them) or rent a trailer.
If you post your location, you might be able to find someone willing to help you with transport.