Cold_Beer A big ugly warning like that doesn't change the LAW. In some cases, the US in particular, the manufacturer doesn't have the right to void a warranty for any kind of modification, unless the vendor can prove that the modification lead to the failure for which a warranty remedy is being sought.
So if you unlock the bootloader and try installing a system image that doesn't boot, and then you can't figure out how to bring it back to stock, then.... no warranty, you pay repair out of pocket. BUT, if you unlock the bootloader and install a custom OS that works fine, and the SCREEN FALLS OFF (maybe the glue failed), then your warranty is intact.
Now there can be arguments in some places around this, like if you install a custom OS that disables thermal mitigation (even accidentally), which causes everything to overheat and a solder connector to fail, or the battery to burn, or some other thing that is may connected to heat.... well then, you may be on your own. Or maybe not. Who knows?