That is completely incorrect. The MM warranty Act only applies to substantially similar replacement parts.
Accordingly, if your replacement wheel is very close in size, weight and offset to an OE wheel, then you shouldn't have any problems. However, if the specs are different, then you might be facing an uphill battle - although I doubt that the dealer would notice or care unless it was extreme.
That said, a BMW dealer tried to give me a hard time about my winter wheels and a suspension issue. I ended opening up a case with corporate and submitted docs showing that the specs were identical (to within a couple of ounces and one mm) before the dealer was told to fix the issue.