Because stores keep a log of everybody's IP address who visits their site, and when somebody goes to make an RMA, they compare the IP address of the person doing the RMA to a list of IP address of everybody on computer related forums such as these, and if they see that you have addmitted to overclocking in any way, they will know. Don't bother deleting your posts, as they keep them all archived. They can also see if there is anything like burn marks on the CPU, and they can remove the heatspreader and insert a special probe into the circuitry on the CPU, and they can then access a list of all the frequencys the CPU has been run at.
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Just kidding, they really can't unless there are evident burn marks.