Grey market vehicles can be a hassle, but I don't think it would be an issue for a SOHC 750. I used to have a grey market 1978 Mercedes sedan (two-door, gasoline four-banger) that a GI brought back to Texas from Germany. When the head gasket blew I could not get the local Mercedes dealership or any of the local import shops to even look at it, much less rebuild it. The parts and the specs supposedly were different from the Mercedes sold in the states, and, of course, it was not a diesel like they were used to. I ended up rebuilding the engine myself with a lot of advice and support from the service manager at the dealership that wouldn't work on it.
The parts and the specs on K1 750s, however, were the same wherever they were sold. I think the folks running down your new bike are just jealous they didn't find it first.
Patrick