Any change made to the exhaust system that requires a tuning device to enrichen the air fuel mixture to keep from running even more lean than it does from the factory violates EPA regulations. If a HD dealer does this to your bike, using whatever device, the EPA could fine the dealer if they chose to do so. HD must prove, by federal law, that the modification to the bike is a direct cause of whatever failure occurs, if one does occur. HD warranty denial is at best, inconsistent from case to case, and IMO, it has a lot to do with the dealer's reaction to the problem and whether they are looking for an excuse NOT to cover the problem. If they denied warranty coverage on my bike for something like a lifter failure (known issue), cam bearings, oil pump failure due to excessive crank runout, etc.... Really, almost anything that happend to the engine...I would get an attorney in a New York Minute and fight them if they refused coverage. I might even enjoy doing so. If push comes to shove, HD would have a very difficult time saying that a modification like exhaust and tune, which their own dealers both encourage and perform, and which is done to (I'm guessing) at least 75% or more of the HD's you see on the road, is the direct cause of engine failure. The same would be true with them saying brand X oil caused it over HD branded oil. If you have an engine problem, it's a 99% certainty, at least, that it is related to poor quality parts in manufacturing and not a mod or a choice of a different brand of oil that meets the highest standards in the industry.
If HD keeps trying to pull this chit on people, at some point in time they are going to get sued, and I hope when they do it is made as public as is possible when they LOSE...and they WILL lose if the right person gets fed up with their BS.
But, to answer your question...Yes, any given dealer may flag your bike or try and give the mother company an excuse to try and deny warranty coverage. I would say from spending 6 years on this forum, that vastly more problems have been covered under warranty than not. Unfortunately for those who are denied, it's an unpleasant experience at best.