They can't deny the warranty repair on the p/s problem because of it, but if they notice the mods, they could very easily make a note in the file about the engine mods and deny any future claims related to the engine or drivetrain components, even if the parts are removed. Note that this would be in Ford's system, so you couldn't just go to another dealer. Several years ago I worked for a Nissan dealer. A kid had his Sentra SE-R in for some brake work and the tech noted that he had a nitrous kit on the car. A few months later his car came in on a hook with a blown engine and no nitrous kit. Claim denied.
Some dealerships are cool and will overlook small things, others won't. Pays to have a good relationship with your service provider. It's a gamble for sure.
I have taken my 03 in for service in its current modified state, also for a steering issue if I remember correct. I did turn my chip off (Diablo switch chip), but other than that it was obviously modified, and they didn't give me any grief.