OK, the guys at the shop mounted the new tranny cooler on the front of the radiator and ran the lines directly to the cooler and bypassed the radiator. He says the tranny should run a little cooler now. All seems fine so far. Does anyone think I have anything to be concerned about here?

Not at all. My OEM trans cooler on the SSEi and the aftermarket I added are both gone now, the radiator is bypassed, and I have a thermostatically controlled cooler rated for 28000 GVWR towing instead. You'll be better off than before.