Coolio.
Think chitin rot.
Plus, can warforged heal like a regular character or do they have to be "fixed" like a construct? Tht would be a huge limitation, especially if they have to hunt down living creatures with chitin in order to be whole again. Or have to mine obsidian. In Dark Sun, both of those tasks are not easy.
Also, druids would be a warforged's worst enemy. Thri-kreen would hunt them as trophies because warforged hunt them for their chitin. They would be one of the most unnatural creatures on the planet and they would be feared for their alien nature on a harsh, dry world.
On Dark Sun, who would help such a creature? The Sorcerer Kings and templars would use them but not respect them. And if they learned how to create more, then they would simply discard those that fail them or, worse, harvest failures to make newer, stronger warforged slaves.
Imagine a "shop of horrors" where warforged are taken apart alive screaming for mercy in some deep, dark dungeon under a Sorcerer King's palace. (Remember that scene in Aliens: Ressurection with the "failed" Ripleys.)
Where would a warforged hide? They stand out. Such a character would either spend its life on the run or trying to blend in. They would hide from the templars in fear. Or they would become adventurers in order to stay alive. Learn the power of defiling magic to stay one step ahead of the templars the want to use them and the druids that want to destroy them.
Who would be their friends? Elves might bond with them over a shared hatred of kreen while dwarves would value their strength. Half-elves and muls could bond with a warforged based on them being outcasts in harsh world. Yet, when push comes to shove and the templars are clsoing in who could a warforged PC really trust.
There are ways to make such a character work, IMO. You'd try one character only to see how it goes and if it is too unbalancing then perhaps you scale back the races strengths and give it more weaknesses. Still, not everyone's game is the same, so what might work for my campaign might not work for yours.
Regardless, WotC's design philosophy is that if something is core then it has to have a place in any campaign they design for 4e. Therefore, warforged would have a place and so would gnomes and orcs, even though that bugs me. They will put paladins in and clerics too, but hopefully they will modify the races and classes to "FIT" Dark Sun instead of the other way around.
Anything is possible.