They are concerned with the vast majority of Americans who have no idea what the
LOAD terminals are, or how they work. A mistake here can defeat the GFCI protection altogether, and they don't want to be sued for that.
Remember, the GFCI is not a receptacle per se - it's a protective device designed to protect downline circuits, that happens to have a couple of convenience sockets on its face. Internally, those are direct wired to the LOAD terminals. That means if someone foolishly connected a supply wire to the LOAD side, that receptacle would work, but would not have GFCI protection. If they also connected downline receptacles to the LOAD side too, those wouldn't either.
A careless person wouldn't set off to wire it that way, but he could easily reverse LINE and LOAD, and then in trial-and-error, alter his wiring until everything "works". He would find the "TEST" button doesn't work, but decide to leave that problem to another day (i.e. never).
Now if you know exactly what you are doing, and use the 2-step method of hooking up and testing the LINE connection before tearing the tape off the LOAD terminals -- then there's no problem forking 6 things off the LOAD terminals if you want to.