This is not really true. On both of the computers I built recently, every component was warrantied and in some instances I have even warranty-returned a product

This is not really true. On both of the computers I built recently, every component was warrantied and in some instances I have even warranty-returned a product of theirs in the past which was one of the reasons why I selected parts from those manufacturers over others. If you know how to troubleshoot effectively, many issues are not that hard to isolate. There are some that are very time consuming to isolate but those issues tend to be pretty rare (troubleshooting memory etc.). The nice thing about building a computer is just to be able to configure it exactly to what you want. In some cases some retailers do screwy things and/or send customers the wrong parts although there are some top flight retailers who don't do that and charge a premium for it. It's not necessarily more price competitive for some things but there are certain key components that retail PC companies tend to cheap out on unnecessarily like the PSU and the motherboard. Cheaping out on the PSU can give the retailer a lot of extra margin but a good PSU is so cheap that it does not make that much of a difference in final price to the user. If you learn a bit more about things like case airflow or are planning to overclock a lot of things that retail PC sellers do will drive you nuts so once you are at a certain knowledge level it is just better to build your own despite all the many petty aggravations and frustrations that can occur with it. All the annoyances tend to be temporary whereas the benefits last for years.