Yeah, it's all balanced and you can't have one without other type of thing. If you do sprocket change for more low-end take-off speed, you'll be revving more on highway and have lower top-speed. Current top-speed is ~100mph at close to redline. If you go with lower gearing, you'll have lower top-speed.
These pre-gen bikes are already tuned pretty darn good for peak-power, tuning for more power won't get you much on top of that. While new-gens can get ~20-22% more power with full-exhaust upgrade, pre-gens will only get about 1/2 of that since they're already in higher state of tune.
https://www.ninjette.org/forums/showthread.php?t=13852
Only way to get significant power-increases is to swap in EX500 engine. Best bang-for-buck effort and gets you faster bike than new Ninja 400. Roughly double your existing power. No other bolt-on mod will give that kind of improvement. Not even going all-out on engine-build with big-bore pistons and high-compression will get you double power.