It just depends how optimistic/pessimistic and cautious/risk-taking you are.
Some people would say that the chances are that you won't have any relevant problems with the engine anyway, and that if you do the dealer won't seek to blame an air filter (or that you can swap it back before they get a chance to see it), and that if they do reject a claim you can fall back on K&N's limited warranty.
Others will say that there is always a risk, and a risk also of Fiat blaming the K&N filter, and at the same time K&N blaming something else, and you ending up the loser, or at least the person with a big load of hassle to sort out.
Then you have to factor in how important the gains that can be made are to you.
Like so much in life, there's no one right answer - all you can do is weigh up the factors and decide for yourself.