When you RMA, Intel wants the original Stock CPU Cooler with the CPU (for some weird reason) so i'm guessing if they notice the Stock CPU Cooler is missing the thermal pads they wont have a problem with that ? (sorry i am new to PC building)
I had to RMA a 775 processor a year ago. I cleaned the ( my ) thermal compound I used off the processor with rubbing alcohol and cleaned the thermal paste off the UNUSED heat sink, stuck it in a box and sent it back. I really don't think they even looked at the processor or the heat sink. They just quickly turned around and sent me a "new" boxed up set. No questions asked.