Not necessarily. The dealership can only claim that the warranty is void on a specific problem is if your modification is a direct cause of the issue.
Example: If you got an exhaust and your headers blew up, and if they can prove that your exhaust caused it then you are SOL on the warranty.
It goes the other way though. If you have an CAI and you have a electrical problem, then they won't even try to look at your mod.