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I think their major concern is that u keep it very clean.
If you get little peices of dirt on it the cooler will not sit flat on the processor. If this occurs heat transfer will be poor or even so bad as to damage the processor.
The little bit of natural skin oil is probably no big deal.
If you're worried you can always remove it and apply nonretail thermal transfer materials like the one on the link.
The loving are the daring!