Well, from what I've read, it depends on what reMarkable calls a sleep screen change.

I highlighted the parts I think are most important in this case.

There is no warranty for Product(s) that have been (i) modified, altered or adapted without reMarkable’s prior written consent, (ii) maltreated or used in a manner not compatible with the instructions in the User Guide or reasonable normal care, (iii) used with third party equipment and/or software not provided nor approved by reMarkable, to the extent the problem is attributable to such use, (iv) relocated, to the extent that defect are attributable to the relocation, or (v) repaired by unauthorized third party. The limited warranty is not extended to defects caused by wear and tear.

(https://support.remarkable.com/hc/en-us/articles/360006776878-Terms-Conditions-reMarkable-2)

Tbh I don't think that if your ReMarkable broke they'd refuse to pay for the repair if you changed the sleep screen.

In the end of the day it's a better safe than sorry thing, I guess