I'm at 6,000+ feet and haven't re-jetted my carb in my 500F with a 126 650cc engine. It runs fine.
After messing around with the jets in my 850 with little noticeable difference in routine driving, I haven't bothered with my 500 (yet). I do need to keep my idle adjustment screw open pretty far, so I guess that's evidence that re-jetting might make a difference.
I'll be very interested in what you learn.