Kawasaki.com shows a metal "sleeve" that might be considered a gasket. It slides over the header pipe end and the slip on portion of pipe actually slides over this gasket then cranks tight with the included clamp. The part number is #11061-0023 (gasket, muffler connecting) if you need to get a new one, but maybe he's right, it might be stuck in your slip on connector. Try fishing your finger inside the slip on portion of pipe and pulling it out. I'm assuming that you loosened the slip on clamp off completely before you wiggled the system off... if you didn't, maybe it's still stuck tight inside that portion of pipe at the joint under the clamp?
Good luck with it. Check out the diagrams at www.kawasaki.com
- link to motorcycles, then vehicle information, then parts diagrams, and search for your bike. The proper heading will be "muffler"... you'll see what the thing should look like there...
"Keep yer feet on the pegs and your right hand cranked."