There's a white warranty sticker on the cap that allows access to those H8 bulbs in question, and removing it necessitates breaking the sticker, which voids the warranty.
You can keep the stock bulbs, but unfortunately if something goes wrong the dealer will be able to tell by nature of the warranty sticker being broken that it's been tampered with, so they are free from any obligation to cover any kind of repairs for problems related to those lights.
That being said, the only real problem that I've seen to occur is people don't resecure that cap properly when they're done, which means there isn't a good enough seal to keep moisture out. Once moisture gets in there, things go downhill pretty fast. However, this can easily be avoided simply by ensuring that the cap is on tight with nothing caught in it (like a stray wire poking out) after you switch the bulbs out.
I keep my stock halogen bulbs just in case one of my LUX ones go out, that way I can at least have backup bulbs to use (albeit ugly yellow ones) while I get the LUX led ones replaced.