I wouldn't worry about it as long as you get them from an authorized dealer and a retailer with a good history of customer sat and return policy. Amazon, B&H photo come to mind immediately. Guitar Center if you want to go the B&M retail route.
The flip side of it is no one really knows where headphone manufacturers source their parts from. Sure final assembly or enough of it to legally be called "Made in XXXXX" is in Brooklyn, Austria, Ireland or Germany.... but are the sub-supplier parts actually from said locations?
So in other words, buying something (or choosing not to) based solely on where its perceived to be made... could mislead you into a bad purchase, or wasted money spent on false-hype.
In regards to the K240 and AKGs in general, there have been some www commentary made by Harman / company reps as to when they moved production to Asia... and more specifically what production aspects were relocated. So there is some archived history on that, if you www search for it.
my .02