Going to get my 2016 KLR today. Still kinda nervous about the interstate
As an inexperienced rider the Interstate route might actually be safer than side streets and back roads. Less starting, stopping, unexpected Left Turning cars, stray dogs, errant kids, etc.
Your clutch, throttle and braking control is probably not yet instinctive. So I suggest the Interstate route is probably the safest at this time, for you.
As to the others concerned about the Break-in of the KLR engine,
I suggest that you try to follow a slower moving larger vehicle. Motorhome, Cement truck or oil burning old VW micro-bus.
Keep something like that fairly close in front of you and the faster traffic will more likely go around both of you.
Double-Tap your front brake lever to just trigger the Brake light if someone seems to be coming up your tail pipe to close.
I'm going to guess that due to urban area the Interstate speed might only be 65 MPH anyways. So if you can alternate between full throttle and trailing throttle to run as slow as 55-60 then accelerate to 65-70, all the while staying behind your chosen 'rolling road block' the engine should be just fine.
ps, Hope my suggestion is sent early enough.