They are putting that on the package to cover their butts in the case somebody doesn't clamp it on the string well or uses one too small and it flies off and injures the shooter. Purely a liability issue. You know how people are sue-happy these days.

That being said, I quit using brass nocksets several years ago and prefer to use serving material to serve my nockset to the center serving. It causes a lot less wear on nocks and actually I gained about 4 fps by removing that hunk of brass.