Just no, this is not due to a very lean mixture, and there’s nothing wrong with your bike if it does this. I got no idea where this urban myth comes from.
A lot of bikes do this. I’ve had this on many many bikes since the mid 90’s. R1100GS, 4 different DR650SE, Ducati Scrambler, now my Vitpilen 701 etc. They all shared one thing: thin walled stainless steel headers.