For what it's worth, I bought a hard disk when I was back home in Korea and brought it back. When I entered the serial numbers into WD's website, it showed the correct period of warranty remaining, which presumably means they will accept it by RMA if it's broken.
As they don't require proof of purchase for RMA (but instead just check the production date against the serial number), and the hard disks are distributed truly globally, it would be difficult for them to deduce where the hard disk was bought anyway.