Hmmm, I hadn't considered the "miles to empty" feature. That could be the reason its not supposed to work.
If you have the wiring diagram check to see if the connections are the same as the ones I posted above.
If so I'm afraid that is the reason, but all is not lost.

The LED Harley gauges as part of their installation tell you to disconnect pin #9 at the speedo.
The reason is to disable the low fuel light in the speedo because if you don't it changes the voltage in the circuit and gives false readings.
I forgot to do that when I put mine in and it would light the little gas pump symbol every time I filled up and keep it lit for some 20 or 30 miles.
It makes the LED gauge read lower than it should, and on mine it will light the red LED (low fuel) when I still have around 1/2 a tank left.

If the Kury gauges instruction sheet shows that you have to disconnect the same pin, then that is very likely the reason why they say it won't work.
It really will work, but if you disconnect the speedo connection, you will loose the "miles to empty" feature. Because once the float line is disconnected the speedo won't be able to tell when the tank has been refilled.

Now if anyone happens to have one of those gauges can find the instruction sheets. Maybe they can help us out by letting us know if I'm right or not.