That is interesting. I am in the habit of using never-seez on exhaust threads and have not had a problem on my KLRs.Don't overlook your exhaust header nuts. I did all my hardware, when I bought my bike, except the header nuts. (Didn't even think about the header.)
My bike began pop'g under decel. Traced it to loose , and missing nut on the header. Had to replace the gasket, and both nuts.
Remember to torque to proper torque. (15 ft lb's), and check every so often.