There isn't anything to warn about. So long as you keep the stock heatsink, you can put any heatsink that you want. If things do go wrong and you have to claim on the warranty you do not need to mention the aftermarket heatsink and they cannot tell.
The only reason they put that in the warranty information is so that people don't separate them completely and run without a cooler, or with a substandard cooler that cannot handle the TDP of the chip, to break the package and get a replacement. If they do not say, explicitly or implied, that a cooler is needed and more importantly the one that they supply so they know that it can handle the TDP of the chip, there is nothing to stop people from bending the rules as explained.
I understand that and I can't see why a better aftermarket HSF can't do a better job of cooling the CPU. I know my temps aren't in the danger zone but I'd like to cool it better since it's locked in turbo mode on all cores.