I would raise two issues.
1) Is your charging system up to running the headlights all the time? When motorcycles first started going to always on headlights several people I knew found the charging system did not manage to keep up.
If you are running a recent big alternator it should be no problem at all, but an aged original generator might not be up to the task.
2) What happens if you want to run the headlights but not the motor? Granted that's not something you need to do very often, but when you do its probably important...
When I move back and forth between a modern car that runs the headlights all the time and one that has a switch it is harder to remember to turn them off. So far I've just been lucky, but I'm sure I'll leave the headlights on one of these days and be in trouble...
