That warning wasn't always in there, but after a couple of cases where a victims family sued manufacturers after impacts that were within the standards required of the helmets and the impact still resulted in brain injury (in which cases the manufactures won, btw), they put them in.

Court testimony by experts have explained that due to the complex nature of brain injury, it can't be said that one must be safer in a simple fall with a bicycle helmet on than not.

This is no surprise because we've seen examples posted here showing helmeted cyclists dying in simple falls.