No experience with a Fryer, but I have with 10k and up spindle machines. A few thoughts for you to ponder.
The machine did not come with a water separator, and a micron filter for the air line? That has been my experience with machines that had an air purge on the spindle bearings. If it didn't, that seems to be a design problem that they are relying on you to fix. If it did, and they can't show that they failed and it is your fault... That line seems like a weak excuse on their part, and them ignoring the facts about the filters you have.
10k and up spindles tend to be pretty sensitive to a lot of things. If your seeing moisture in the lower bearings, my guesses are from the air purge, condensation after it is shut down, coolant getting in due to poor air purge or failure. There are always other potabilities. If it is showing signs of rusting, I doubt it is coolant, they usually have anti rust qualities.
Take a chilled spindle, humid work area and turn off the machine (killing the air purge) and I can see a possibility where the humid air would get into and condense in the spindle.
Another issue is that spindles replaced in the field rarely live as long as factory installed ones. It just is not possible to take the same precautions and assure that there aren't any issues with the parts you aren't replacing.
My 2 cents