Ran into something similar last month when I recieved the JPR headset pictured from a seller in France.

I actually got the special wrench pictured in the mail before I recieved the headset. The seller was really nice enough to send it after he realized that he forgot to include in in the box with the headset, I was not expecting the wrench as most people lose these things, so I was planning on using a small strap wrench with a reinforced rubber strap to install it, which I think would work with most other headsets if you lose their proprietary wrenches.
Surprised Shimano did this too, I thought only the French would require special wrenches for their components.

Chombi