Took my car to the dealer to replace the transmission. They're telling me I need an oil cooler. The transmission is still under warranty. Why would the oil cooler not be? It's a 2007 Nissan Altima

It is not a bumper to bumper warranty, it is a powertrain warranty and the oil cooler is not part of the powertrain, nor are brakes, for example.

Not likely. Standard concentric and plate transmission coolers are located in the bottom of the radiator, which is not part of the powertrain. If you have a choice, plate transmission coolers are a superior product. Get them to also refill the transmission with full synthetic transmission fluid (e.g. Mobil 1 Multi-Vehicle ATF). It will help your transmission run much cooler, last longer, perform better, and get better gas mileage. In the future, drop and clean the transmission pan and magnet, replace the filter, and refill with synthetic ATF every 30,000 miles. Then, you shouldn't have any problems with the transmission for the life of the car. Automatic transmissions are the weak link on all FWD cars.