if your transmission blows the following week unrelated to the CAI, you're covered.
but many dealers will come up with some wack ball correlation, that your intake caused the engine to create excessive power than what the transmission was designed for, and thats why your trans went. You have to be very careful about modding on the powertrain and keeping the warranty. Yes there are some mod friendly dealers out there, but after something breaks is not the time to try and find out which ones are lol.
Case in point, one time I was at my dealership picking my truck up from some service work, and while I was telling the guy he was an idiot for trying to tell me they needed to install new spark plug wires on my truck (now the 5.4 was one of the first trucks to not have plug wires any more, but gimme a f'ing break do they think everyone is that dumb?), I overheard another service guy arguing with someone on why his warranty was void on his F-150 supercrew. Since he installed aftermarket wheels on his truck (only 20's, nothing retarded) his warranty was void because it caused excess strain on his powertrain, and thats why he was having transmission problems. EXCUSE ME?!?!?!??!! Okay I could see if they void the warranty on the brakes and don't cover the brakes from the extra rotational intertia of bigger wheels, but the transmission? Okay a truck that can haul how much payload, and tow how much weight, but can't push the extra weight of marginally heavier wheels? Gimme a break.
And yes, "can't void it unless they can prove it" blah blah blah. They have a lot more push than you do, so many times they know it's not worth your battle in court to fight them on it.
Long story short, be aware.