Warranty doesn't become void for the whole car, only for the part you're replacing. If the aftermarket part is proven to have damaged another component of the car, then yes, the warranty on that damaged component would be void.
In the case of intake and exhaust, that's highly unlikely unless you damage something during install. No one has had any warranty issues with replacing. I myself have the Joe Z combo and did the install myself. I've brought my car in to the dealership for warranty issues and oil changes and an alignment and have had no questions asked.