This is true for some electronics equipment, but I do not think it could be a problem for Scubapro, which is an US-based company, with its main factory here in Italy.Warranty coverage questionable for grey market items.
The D420, in particular, is manufactured in Italy, so any items purchased worldwide will of course be imported from Europe to the final destination country.
I never heard of Scubapro not backing their products properly...
However, I know of many people who are not happy buying online, and this of course is a respectable choice.