Sven,
yes there is only one catalytic converter in a set of two mufflers. Typically, the one for the front jug is equipped with one and that's why it's comes with a heat shield as well. There are two different part ## and there's just nothing wrong with your bike in that area. Maybe once the new emission limits like Euro 3 or so will go in effect, HD will have to throw in a second converter. But until then, enjoy the ride...........
PS: I got rid of the problem altogether and run SE torque mufflers, not too noisy, but work well with my built.