I've never run anything but *other* than Mesa tubes in my amps (all NOS for me), but I still understand why the warranty is void if you change them. There's no telling what can happen to an amp if the customer puts in different tubes - right type/wrong spec, wrong type, plain faulty, or whatever - and the amp manufacturer can't be held responsible for that. OK, if you put back the Mesa tubes before you take it in, they aren't going to know (or at least probably not! There are some failures bad tubes can cause which would prove that a different tube had been in...), but it at least dissuades most people from fiddling with stuff they may barely understand. It's the same reason as why they put a little bit of tape over the 6L6/EL34 bias switch. If you know what you're doing, no problem... but not everyone does.
As mikey said the real risk is with power tubes (and rectifiers) but it's easier for them to just cover themselves by having a blanket void warranty for using different tubes. It's almost impossible for a preamp tube to damage the amp. Not totally impossible - a plate to filament short in a cathode-follower position could cause real trouble - but it's extremely unlikely. The power available in preamp circuits is usually well below what can fry other parts if a tube fails. You can certainly use any 12AX7 in any preamp slot in any Mesa amp - in fact, one of the types which has the most common failure mode when used in cathode-follower positions has been used as stock by Mesa, and it's still fairly rare. The chances are that the Groove Tubes is exactly the same tube from the same factory as the Mesa one anyway, if they're both Chinese types.