I'd say it may well be worth the drive if you even plan a big investment in batteries.
If I were to sell you my Sears battery Sears would still warranty it up to the date punched out on the top of it. I would certainly hope that the price someone would pay on a used battery with no warranty would be low enough that they could afford to throw it away if it failed in a few months.
I don't know who Menards is, but if you buy a store-brand, it's not like they can say you didn't buy it from them when you take it back to them. Otherwise, your CC company may well be able to find records if the part's store doesn't keep records.
A very compelling argument to buy something under warranty. Well, pay now or pay later I guess..