That black stuff is the oil off of your chain getting flicked onto the fairings you will probably get it in your centre stand aswell, you shouldn't use WD40 on chains as it can damage the "O" rings, use a chain degreaser that is designed for use on chains with "O" rings. I am not sure what you are on about new chains not needing oiling, I have never come accross one that doesn't require oiling and highly doubt they exist (I might be wrong).

 

Just get the chain cleaner and chain lube from your local dealership. I use Motul products for mine.