I thought this may help the conversation as well, from the engineering risk perspective:
A PID controlled grill as a limited number of parameters that the PID controls for proper function: ie the generally a PID controls the Auger (on, off and/or speed), the fan (on, off and/or speed), and ignition rod (on off). The PID uses set controlled values-based input from a temperature thermocouple. The typically the PID has NO fire sensor or mathematical connection to what is happing in the fire pot or any other part of the grill. It simple reads the air temp and provides a pellet load and air flow volume to the fire pot. Noted there are lots of customizations to the parameters to avoid overshoots and some even have an open-door sensor to lock out adjustments to operations for a period of time the door is open and then close to avoid spikes or a secondary thermocouple to monitor ambient temp.
Typical with fire and heat flow, the hot air like to go up, even if its forced, this is the same for a pellet grill. All pellets have a stack or vents placed "near" the top to allow the flow around the deflector plate and drip plate to create a convection current in the cooking chamber and exit the smoker. This convection current is pretty uniform and most happen along the longitudinal axis of the unit. Now the typical placement of the temperature probe the PID uses, is usually placed at the midpoint height and width of the smoker opposite the exhaust path and NOT in the direct path of the convection currents, ie this helps the thermocouple get a better average temperature reading to get the best fit solution for the air flow/fuel load parameters. Also note that all the parameters are calibrated on a test set of fuel, ie pellets (more on the later).
Now with a basic understanding of the PID function and basic smoker design, if an operator chooses to change the convection flow patterns in the smoker by blocking a vertical stack or other designed ports the internal convection flow patterns are completely changed. Since the system is forced air, blocking the design vents creates a pressurized system and the pressurized air is forced to find an exit, ie out the lid edges, out the drip hole, etc. Since forced convection air is now be forced out the lid edges there is a higher concentration of heated air being force close to the thermocouple placement. This will cause the thermocouple to read a higher reading and then reduce fuel load/air flow to cause a reduction of temprature.....When the air currents drop since the overall system is no longer in balance the convection currents can cause a drop in the forced heated air flow, ie creating a "higher frequency of pulsating" on and off fan or reduce fan rpm..... and/or call for more fuel/air mixture.... Now the PID is operating outside its programmed and calibrated parameters, but it will make the adjustments to make the calls, so everything appears to be just fine......
Now let's add the variables of a dirty fire pot with buildup, external wind or variable relative humidity, questionable batch of pellets or higher moisture content... The PID doesn't consider any of these conditions or impact on the actual fire creation however, each affect the performance of the fire pot and producing complete combustion. Now add the operator change in air flow to the above mix and inducing a more fluctuating fuel/air mixture calls and furthermore do it at a lower operating temperature (195) when the operation of the fire pot is more sensitive to quick changes. Now the whole system is working in a compromised way, and it is very sensitive and therefore way more susceptible to have an issue in the burning process which could create a rich environment of explosive gases....ie the "risk" of having a fire or explosion goes up.
With regard to pellets, I will share what I have learned with the more than 5000 lbs that I have burned over the past 13 years in 3 different grills, and that is that they are not all equal. However, the most important thing I have learned is how the operator stores them and the condition of them, ie humidity wise and second the cleanliness of the burn (ie how often a pot vacuum will be required). Now with a grill manufacture that says to only use their brand is likely saying that they have only tested and calibrated their system with their test pellets and they either one: know other pellets may not burn as well with their calibration (tort liability here), or two: they just want the market share as you said. Most well-known brands to not limit warrantee or operations to a particular brand of pellets other than a suggestion.
At this point may I quote forest gump and say "that's all I have to say about that"