It´s ok,
no problem.
The thermostat is only getting the engine/motorcycle up to operating temperature faster.That´s it.
Talking about small and big coolant/cooling cycle.
Note:
all models before 2004 never had one..and operated just fine.
Your cooling system will be more efficient if you leave the thermostat installed. To further upgrade the cooling system switch the coolant to the waterless variety. I don't know if it's available in Denmark, but the Evans coolant is considered one of the best.