Mate, do yourself a favour. Ask your dealers about it before you buy. Say that reports are that around half the bikes suffer from this noise, and that it is putting you off buying it until Honda rectify the issue.
http://www.cbr250.net/forum/honda-cbr250-general-discussion/1110-people-about-buy-cbr250r.html
My personal belief is that it is something connected to engine, not inside the engine.
Since 'Half the bikes suffer it' It isnt detering me one bit.. Ive owned dozens of singles and at one speed the mirrors are always unusable
Nature of the beast.
Hell all my racebikes ran like swiss watches when I sold em after 2 yrs of enduro racing but when new they sounded like every mechanical noise under the sun.
As for your exhaust transferring vibrations..
fit all bolts (with never seize)...
then tighten it at the header to the head..
start the bike..
then tighten the clamp at the muffler.. then tighten the muffler clamp.
new systems always have some misalignment. even stock.
disclaimer- I'm not dismissing that YOUR bike may have a problem
go to a diff Honda dealer for a 2nd opinion.