The airbags are still in their original housing and being reinstalled into an original steering wheel that has been reshaped.
The Magnuson-Moss Warranty Act specifically prohibits warrantors from making tie-in sales provisions --ie, "you have to use THIS SPECIFIC replacement part or your warranty is voided."
I'm sure it would void the warranty on the airbag, heated wheel function, and steering wheel scroll wheels. For anything else they'd have to prove that the yoke caused the warranty claim...and I doubt they'd be successful. The fact that the mechanic gave a blanket affirmative demonstrates that he doesn't understand how automotive warranties work. He's just a wrench pusher.
I'd like to see Tesla's policy clearly stating that exchanging steering wheels for anything other than OEM Tesla units is warranty voiding. If they have put it in writing, it goes against the rules of the Magnuson-Moss Act. And if they haven't put it in writing, the Magnuson-Moss Act is on the consumer's side.