Changing your oil, your gear lube should depend more on your riding style than your miles.
First Harley recommends every five thousand, both on motor and gear, primary. (look in your manual)
Dealerships and oil companies, are the ones that push the 2,500 mile oil changes
With their syn oil Harley upped the trans to 15 thousand if my memory is right.
If you ride on a lot of dirt roads, short trips, or don’t put a lot of miles on the bike then you need to change it more frequenty.
Especially in the winter where moisture can form and not be burned off with short trips.
At 2500 Harley recommends you INSPECT the oil, they don’t say replace it. And this does not mean just checking it. Inspecting your oil is looking at the color to see if it is white, meaning water, seeing if it is black/dirty and feeling the viscosity by squeezing it between your fingers and seeing how slick it is.
You also want to smell it, especially in the summer in extreme heat. Smell for burnt oil.
Also, look for any color specks, metal or plastic.
When I was a kid, the old mechanics would taste it, but I dont go that far.

If you have burnt oil, moisture, or a lot of dirt, you need to change your riding habits, or have more frequent oil changes.
If you have color specks, (metal or plastic) pull off your filter, and cut it open to see how bad the problem is.
I run Mobil one, everywhere with syn gear lube in the trans.
It does Shift smoother, and solved a down shifting problem that I had.
I change my engine oil every 5k, but have known to go 7000 miles on a change, (Especially if they are road trip miles) keeping a close eye on the oil.
At 7000, it still looked fine, but was starting to show its age.
I change my gear lube every 10 but would not worry about going 20,000, but I rack up the miles pretty quick.
One last note, don’t want to start a oil thread, but not everyone needs synthetic oil. It depends on your riding habits. If you run a lot of miles, synthetic pays for itself. If you run in real hot climates you should run synthetic, it runs cooler and does not break down, like conventional oil.
If you put on four thousand miles a year, and are not going to keep the bike forever; If you change the oil every 2500 k, because you feel better; and live in Maine save your money and run conventional oil.