Should Zipp warranty a possible grey market or counterfeit good?

If it was sold by someone they list as an authorized dealer, yes. They should then take action against that dealer. As long as Zipp lists the company as an authorized dealer, they are telling the consumer that they can purchase from this dealer without concern. If the dealer has violated their agreement with Zipp, Zipp should terminate their relationship with that dealer and potentially take legal action depending on the nature of the violation. But until they do, they should stand behind what their authorized dealer sells, ostensibly on their behalf.