I have done caliper refinishing before. He will take them off, remove the seals and pistons. Mask off the holes/fittings. Then most likely sand/media blast and powdercoat. Finally reassemble. This gets a nice durable and even finish like from the factory.
Though you can also just mask and...
Magnuson-Moss Warranty Act is what he is referencing. I have never heard of painting a part affecting the warranty except for Tesla (paint thickness over sensors have to be done to spec). The only issue you might run into is if you took them off to paint them and caused an issue during reassembly.
If you see a big tricked out grey Sprinter around Fburg, that's me. If you get your GX before me I would be down to buy you a cup of coffee to let me check it out!