Warranty

Depending on your jurisdiction, opening the case and/or flashing OpenWrt may void the device's warranty if it has one.

In the US, warranty void stickers are not enforceable¹⁾, though you may have a harder time getting your device serviced if you remove one.²⁾
An active warranty is only void if “the warrantor [...] can show that the defect, malfunction, or failure of any warranted consumer product [...] was caused by damage (not resulting from defect or malfunction) while in the possession of the consumer, or unreasonable use (including failure to provide reasonable and necessary maintenance).”³⁾

In the EU,

Either way, it would be best to try and leave as few indicators as possible of having opened/flashed the device.
For example, not making nicks/breaking off bits of plastic, dumping factory firmware before flashing OpenWrt, and restoring it before RMA, replacing stickers, etc. If you can't replace a sticker, try to at least remove any residue left behind.