Avid, I think you're mis-informed (re: the 2007s, anyway)...
In the 2007 Order Guide, there's the following RPO code:
KNP - Cooling, external transmission oil cooler, heavy-duty air-to-oil
1 - Required when (GT5) 4.10 rear axle ratio is ordered.
Not available with (GT4) 3.73 rear axle ratio.
Also:
GT5 - Rear axle, 4.10 ratio
1 - Requires (G80) heavy-duty locking rear differential. Requires (KNP) external transmission oil cooler.
2 - Requires (G80) heavy-duty locking rear differential. Requires (KNP) external transmission oil cooler. Required with (L76) Vortec 6.0L V8 SFI engine.
So, basically, getting the 4.10 rear (which is optional w/ the 5.3, required w/ the 6.0L) will also require you to get the Transmission Oil Cooler (KNP), which will get installed at the factory. Also, though I think this is the same cooler that can be ordered via and installed by the dealer as an accessory (Part# 19171483 for the '07s, #12497071 for the '06 (& previous?)), keep in mind that if it was obtained in this manner it won't be in the list of codes in the glove box.