There is no warranty, but the lenses are cheaper (due to currency values and the price the companies set it can be a little cheaper, but sometimes a lot cheaper). In the old days the prices in magazines for equipment where in 2 columns, US and imp (imported by us).
In your case you bought the computer overseas an brought it in yourself.
For example Nikon doesn't want you buying gray market and set up a page to try to deter people: https://www.nikonusa.com/en/nikon-store/gray-market.page
Some places that sell gray market lenses will cover the warranty for you in place of the manufacturer (probably a good bet, the if the items are well made and they have an in house repair)
https://www.photo.net/discuss/threads/would-you-buy-gray-mar...