The answer to that is always "it depends". I loaded the Penner tune on my Rocket in the first year, the dealer knew about it, and would helpfully tell me when they did an ECU upload as they figured I would need to load my tune again. They said the burden of proof is probably on Triumph to prove that an ECU tune caused the thing you want warranty on. So for example if you shred the clutch, they are going to say the tune did that. They have no leg to stand on if it's an ABS module fault, a fuel pump issue etc. But it will come down to a) the consumer protection laws in your jurisdiction and b) how hard you are prepared to fight.
FWIW, Triumph have basically turned out an equivalent tune to Penner's in the Storm, with zero hardware changes, so if you are going to try and work out your "likelihood" of failure with a custom tune, I would say it's pretty low. As for a full exhaust system upgrade, it's still not adding tons or extra power, the exhaust outlets to the headers are going to be a similar size to the stock header inlets, so opening up the exhaust is not giving you orders of magnitude more flow IMHO...