alternator may be bad causing to much juice....check it first. You may have a wire touching metal also near the headlight harness
Bad ground on the brake lite circuit.
Alternator
Possible ground issue at the taillights.
Check the fuses.
I would replace the headlight switch as Ford has had their share of these problems.
Headlights run off the battery not the ignition...
Exhaust of an engine is a gas.
A bad ground wire will cause dim headlights, or will cause lights not to work.
directional arm
Extreme Heat
if there was no way for gases to vent from the engine i imagine it would break very quickly or refuse to fire at all. ^ Im pretty sure you didn't answer his question. By not having an exhaust the bike a would be very loud, and due to the combustion cycle would be shooting flames from the head. In addition the absence of back pressure is not good on valve stem seals and could cause them to leak. The exhaust system is the backbone of any motorcycle, without it, your motorcycle is as good as dead.
faulty wiring or you are accidentally hitting the switch and not realizing it