If you want to keep your warranty, the dealer must perform this service.
It's also more than just an oil change and fluid flush, they are literally checking every nut and bolt on the bike to see what has vibrated loose since the bike was delivered new.
I have heard & read this over the years, but have never seen it in print from the MoCo. What is your source for this statement?
As long as the maintenance is performed correctly and on schedule there should be no issues with the manufacturer's warranty or the extended service plan (if you have one). All maintenance, regardless who does the work, should be documented.
Maybe I'm just cynical, but I find it hard to believe anyone is checking every nut and bolt at the thousand mile mark... or ever.
Here is what the MoCo says should happen at 1,000 miles:
Replace motor oil & filter
Inspect oil lines & brake system
Tires - Check pressure & tread
Replace primary case lubricant
Replace transmission lubricant
Clutch - Check adjustment
Drive belt & sprockets - Inspect & adjust
Brake & clutch controls - Check & adjust
Jiffy stand - Inspect & lubricate
Inspect fuel lines & fittings
Inspect brake fluid
Inspect brake pads & discs
Check electrical equipment & switches
Lubricate steering head bearings
Fuel door, tour-pak saddlebags - lubricate hinges
Inspect critical fasteners
Inspect exhaust system