I wasn't sure, so I took a look on the interwebbs.
This thread popped up, and may be worth a read, especially the opening post:
The Official Red Dye / Offroad Diesel FAQ - Diesel Place : Chevrolet and GMC Diesel Truck Forums
At one point, according to the link, there was a chance of getting LSD vs ULSD, which is bad for emissions things. While that risk is rather remote now, there is the other concerned raised in that thread, the legal stuff. That can be a big mess, especially if you are not doing all of the work on this truck, because all it takes is a shop to turn you in to ruin your day. Warranty wouldn't be too much of a concern at that point.