It is a known problem.
If your vehicle is under warranty (or extended warranty), then it might be covered.
If it is out of warranty, it is your dime.
GM has updated lines, the part numbers are listed.
A/T - Transmission Oil Cooler Line Leak
Bulletin No.: 08-07-30-049A
Date: March 18, 2009
Transmission Oil Cooler Line Leak (Replace Affected Cooler Line)
2006-2007 Chevrolet Silverado Classic 2500/3500 Series
2007-2009 Chevrolet Silverado 2500/3500 Series
2006-2007 GMC Sierra Classic 2500/3500 Series
2007-2009 GMC Sierra 2500/3500 Series
Equipped with 6.6L Diesel Engine (VINs D, 2, 6 - RPOs LBZ, LLY, LMM)
This bulletin is being revised to update the warranty information. Please discard Corporate Bulletin Number 08-07-30-049 (Section 07 - Transmission).
Some customers may comment on a transmission fluid leak. This concern will be more prevalent in extreme cold climates.
Further inspection may find that the leak is coming from one of the transmission cooler lines at the hose to steel line crimp.
If the under vehicle inspection reveals transmission fluid leaking from one of the cooler lines, replace the affected cooler line. New transmission cooler lines have been released to address this concern. These new lines have been manufactured with an updated crimp process to better withstand the cold temperatures.
Part number Description
20759971 Pipe Assembly, trans cooler upper/outlet
20759972 Pipe Assembly, trans cooler lower/inlet
20759973 Hose Assembly, Trans aux cooler inlet