I just purchased the bike and it came with blued headers.
Okay, you are forgiven this time.
Are they OEM headers or an aftermarket type?
OEM pipes are double walled and very hard to turn them BLUE.
After market pipes a single walled and will turn BLUE just from normal use.
I'd see if they are EOM 1st.
If not, then I'd look for some chrome covers for them. Every once in awhile a set will come up on e-Bay. I think it was Cobra who made them. Don't quote me on the Cobra, as I'm not positive there.
The only real way to stop the bluing if they are aftermarket, is to have them Jet Coated. I'm assuming the header will come off of the mufflers if they are after market.
If you don't want to go the Jet coating, then look for a OEM stock exhaust system.
Good Luck.