Removing exhausts can be, uhm, exhausting. Lots of heat, lots of water and muck off the front wheel, they get pretty well stuck. Oil in the joints and letting it soak is definitely a big help. Resorting to a rubber mallet is normal. Should just pull out from the head but once rear of the header is detached from silencer and frame, can wiggle about to break it free.
Most bikes with a link pipe I tend to replace with separate pipes if I can - various Triumphs and Nortons I've had and the Kawasaki W800.
Taking the original W800 system off was bloody awkward - Big K had fitted a one-piece welded-up system so both headers, both silencers and the link pipe all had to be removed as one big ugly assembly. Heavy too. As I was attempting that, system swung down and forward and the lambda sensor on the link jammed itself into a gap between frame cross member and rear of engine. Had to resort to a hacksaw to get that one off.
Was able to buy a Motad stainless system with separate headers and silencers - much lighter, won't rust and easy peasy to remove.