Del Vento I heard there was something wrong, bad, or illegal about these Yamaha pianos. I don’t remember hearing the same about Kawai’s.
Forgot to discuss about this one. As I wrote initially, all those "rumors" are coming from Yamaha and its dealers since they think these instruments are competing with their new ones (of course a new U1 costs much more and cannot compete with an used one, but perhaps a used U1 with a new b1 could be in the same price range). You will find statements to the tone of "the gray-market instrument are crap and will fail" on Yamaha's website (without the motive I am claiming here, obviously). They even provide a serial number search to "help" you avoid the problem with those instruments!
Kawai itself does not make these claims, but some of its dealers do. Steinway's dealers do the same with any used Steinway that is not sold by them (duh), and IIRC even the company itself does too.
Fact is, old pianos may be great instruments in good conditions and great bargains compared to new ones. Hence, the companies have to compete against their own old models in addition to the other brands, and they do it this way, which I find ironic since they are implicitly saying "buy one of our pianos, and no worries: it will become crap and you will not be able to sell it, in the future" 😀
So, in general there is nothing wrong about gray-market pianos. Like all used instruments need to be assessed by an independent expert hired by the buyer and without any business relationship with the seller. Compared to other used pianos which have lived all their life in the USA, these gray-marked ones on average have higher moisture content in all their wood (cabinet, soundboard, keyboard and action). As such, it is possible that if brought to a drier environment any of these parts could crack, and the severity of the damage could be anywhere from unnoticeable, to cosmetic, to minor, to trashing the instrument. On average there is more chance to get this problem with these instrument than used ones which lived in the USA, however you don't care about the average, you care about the specifics of the single one you are buying (well, unless you are a dealer and buy them by the dozen 🐖).
So what are the specifics? If you live in a very dry area (either because it's dry per-se, like Colorado, or because you make it dry in your house by putting either or both A/C and heating to high levels), I recommend avoiding them. If you are in a area of relatively mild climate, such as California or the Carolinas, you most likely won't encounter any problem, especially if you take some precautions (which you should take anyway even with a new piano).