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My saying with an aftermarket installed sunroof is: caveat emptor.
Problem with non-factory installed sunroofs is warranty. The selling dealer should honor the sunroof warranty for the same time span as the rest of the vehicle; however, if you are traveling and the sunroof fails, another dealer does NOT have to honor the warranty on the sunroof.
In addition, another dealer may not be able to obtain parts to even repair, at your cost, the non-factory sunroof. Yes, the selling dealer will most likely reimburse you for any repair, but again, will parts be available.
I, personally, had an experience with a non-factory sunroof installed in MI, but failing in FL. Was not pretty driving back with a plastic garbage bag taped to the roof. The sunroof guide had broken and jammed, even preventing manual closure.

Let me also add that a sunroof designed and installed at the factory has been roll tested for crash worthiness. Aftermarket installed sunroofs MAY weaken the roof structure or in the case of a panoramic sunroof, a roof cross member might be removed. I say might and may, since some suppliers (such as Wabasto installed by their own trained installers) will most likely not weaken or damage anything. I would be more worried about the local sunroof shop and Billy-bob with a reciprocating saw.