This should just be a warning. The envelope sender should become the user you specified (thus affecting the value of the Return-Path header), it's just that this warning header should be added along with it. If the script on the other end is just looking for a Return-Path header, this should still work fine.

It almost sounds like you're trying to forge an e-mail message in such a way that the user reading it (because it still seems weird for a script to rely on the Return-Path header, and I've never heard of one making a fuss over the presence of an X-Authentication-Warning one) doesn't know...