Riding the new engine home on the freeway was not the best idea in the world but.........what's done is done and I agree that you have not hurt the engine. Had it been an iron barrel you would have been on the side of the road with a seized engine, but the UCE is an entirely different story. It has several design features that make it "Bullet proof" to coin a phrase. First of all it is designed to cool far better than any engine we have ever made. The cylinders are honed by a process that makes the ring break-in virtually instant and it has massive oil flow to help cool and lubricate.
As for running with an open pipe, a bad idea under any circumstance. But once again the UCE came to the rescue. If that had been a carburetor engine you would again be on the side of the road with a seized engine. Because the UCE has a closed loop fuel injection system (not true for the Indian market models) it compensates for the very lean mixture that an open pipe creates. The O2 sensor in the pipe will cause the "brain" to richen the mixture when it sniffs a lean condition. There is a limit to how much it can do this based on the size of the throttle body and injector. It would have not run well if you had exceeded this limit.
In short I am sure that you are OK, but none of this was a good idea. The lesson here is to read your owners manual before you start off. We get a lot of "trouble" reports that are simple rider error issues based on people not reading the small book. None of it is real trouble, but if they had read the book the answer is obvious. (like how to add oil, why won't it start (kick stand down or kill switch turned off)
You will enjoy that incredibly strong engine for a long time to come. I suggest that you sincerely apologize to the bike, give it a treat (like some nice fresh oil very soon), rub it, clean it and all will be well. You got off to a bad start, but your bike will forgive you and become your dearest friend.