Sigma gray market lens....OK?

I just got a 30mm f/1.4 for my D80 from sigma4less.com, and I had to call them when I saw there was no warranty/registration card in the box. The woman put me on hold, and then got back, saying they had "run out of them," and that they would give me a 7-year Mack warranty, no charge. I won't get the 1-year factory, just straight Mack.

It seemed fishy to me, so I called Sigma, and she said it sounded like it was a gray market lens, and that's why they're doing that. She said it was likely the lens was made by Sigma, but probably purchased elsewhere.

And just using the lens for a little while (appears sharp, great!) the very small sticker with Serial # fell off and I can't find it. The serial number is handwritten on the receipt.

Should I rest assured with the Mack, or anything I else I should be on the lookout for?
Thanks