Yes there is additional power to be had by taking some time to jet your bike properly. There are a number of other advantages as well though that for many may outweigh the additional power.
A well jetted engine will burn less fuel than one that is jetted rich (KDXs are traditional jetted very rich from the factory), they will foul less plugs/ no plugs, the power valve system will last longer between cleanings, carbon is very abrasive . . . rich jetting produces excessive carbon and thus additional wear, the pipe will see less carbon being deposited inside of it (particularly in the header section), less unburnt fuel/spoog will be spit from the silencer etc etc.
My point is good jetting is always a worth while endeavor. If you are concerned about increasing the power or changing the way the engine makes power you can always fine tune the power delivery to meet your needs. There is a long thread on jetting on this forum that will be worth reading in which a number of popular jet needle profiles are discussed and their effect on power delivery.
David