I always tell the tire shop to not use an impact wrench, after a shop destroyed one of my hubs. (On the bright side I got a brand new hub installed by the dealer at their expense.)
I check the torque on the lugs after 100 miles, whenever the wheel has been removed. It's just a precaution. I agree it sounds like a CYA sticker for liability reasons, their insurance company or lawyer must be a very cautious car guy.
You don't want this to happen:
https://www.youtube.com/watch?v=kyMDNzhfwn0