Whether to remove a class action from California state court to federal court is always a toughie. Defendants have a lot of procedural advantages in the former; e.g., appeal as a matter of right of any class certification order. So even though federal court might generally be preferable in a lot of cases, you'd want to think deeply about it in any particular case, especially a class action.
Here, you've got a defendant (Harley-Davidson) who removed the case under CAFA, saw the federal judge remand the case back to state court, and then filed an appeal with the Ninth Circuit to keep it in federal court. Successfully.
So the good news is that they get to stay in federal court. The bad news is that they're stuck there in front of a district court judge who they got reversed and who didn't want to hear the case. Without any of the procedural advantages of state court (e.g., the ability to paper the judge after an appellate reversal).
Be careful what you wish for. You might just get it.