Jimbo - when linux (the operating system used by the HR2x's) boots, it queries and logs all the information from the disk drives. This is stored in a boot log file which is routinely uploaded to directv if you've got a network connection. I'm not sure if or how often its sent to the mothership on a phone line.
The info includes which drives are mounted internally and which drives are mounted externally, the make, the model and the serial number.
Its possible that you might never be challenged on this due to support problems and the tech might never look at the info, but its available. That only a few percent of directv customers even use esata (or know they could) also probably plays a factor.
I'd expect that to change in time as more people use esata drives with their receivers and more problems turn out to be a customers iffy external drive.
For supported drive info, see this:
DIRECTV: Tips & Tricks: Connect an External Hard Drive