How would they even know what heatsink you are using anyways. kinda crazy statement from AMD. I agree makes no sense at all..
That doesn't become an issue until it's time to RMA the heatsink and some are dumb enough to send in a heatsink they never mounted because the factory applied thermal compound is still on the heatsink, always run your stock heatsink at least once.
To the OP, Intel code matches their heatsinks to the full Boxed CPU, it's not just AMD, and Intel requires RMAing the entire package, there's codes on the box and the Intel heatsink itself, so Intel is much worse on this issue than AMD.