Warranty on what exactly.
If you purchase a pre-assembled computer, you have a right to warranty on the way these parts are assembled in on top of the warranty of each single part. You can actually go and claim damages if, e.g. the cooling isn't sufficient and the CPU gets damaged because the fan was improperly installed. This is of course out the window if you open the case because it's no longer possible to determine whether you have tampered with it and hence whose fault it is that the heat sink wasn't properly installed on the CPU.
You could not lose warranty on the parts with the removal of the sticker. Only on assembly.