Besides a compression check and looking for exhaust smoke, any other thoughts? Anyone had the drain plug vibrate out? (Forum search for oil drain plug didn't find anything salient, although I did not go through all 60 screens of results.)
Over my many years of motorcycling I have only seen one oil drain plug come completely out, but I have seen a number left loose at oil change time with resulting oil leaks & oil puddle under the bike.
Unless your drain plug threads are completely stripped out then I would almost guarantee that the last person doing the oil change left it loose.
Years ago I was taught by my uncle that an oil drain plug has ONLY two positions in life-- ALL the out or ALL the way tight-- there is NEVER an in between. If a plug gets started finger tight & the phone rings either unscrew it completely or fully tighten it before answering the phone.
As far as engine damage goes-- you won't have a compression issue or exhaust smoke, it is engine BEARING damage that you need to be concerned with & that probably won't show up until you fill it with oil & ride it for a while.
If it was my bike I would change the oil & filter then ride it for about 500 miles looking for an oil light coming on at idle (oil light at idle is almost a sure sign that you may have damaged some bearings). Then at 500 miles I would remove the oil filter & carefully cut it apart then remove the filter media & take it out in the sun looking for bearing particles on the filter media.
Added: I would also recommend that you contact the last person/dealer that did the oil change & get it on record with them that the oil plug fell out while riding. Get their take on accepting responsibility. If they deny that they are responsible then find another dealer. It is almost assured that it is their fault unless you have an enemy
that loosened your drain plug when you weren't looking.