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The two issues that I'm aware of have to do with the temperature the engine is running in. The engine oil can accumulate some contaminants such as diesel fuel and moisture that normally will burn off when the truck hits operating temperature. If it never gets warm these contaminants can cause issues with rust as well as fuel dilution that can cause bearing damage.
The other issue is the fact that when the engine runs cold certain sensitive systems such as the DPF, turbo, and EGR valve are prone to get gummed up with carbon and soot. The DPF, in particular, requires full-temperature operation every so often to clean out the soot. If driven for an extended period of time without any required regenerations the DPF can get permanently plugged up. Warranty would likely cover the repair, but out of warranty this is an expensive repair!