Gears and Emissions

For most parts I would say it is because it can change the emmissions created, like removing cats, using different cams, injectors, etc, but in cases like this it's most likely just their way of saying that it is a racing part, and if it breaks whilst using it on the street, and causes injury or damage, that they aren't to blame, because they explicitly stated it was not for use on a road-going vehicle.

The problem is that when Ford (or any maker) gets a drivetrain certified for emissions it involves fairly great expense, time and resources and it's a complicated process. When they sell a few hundred thousand cars they can cover these expenses fairly easily. But when they offer for sale components that may possibly, conceivably alter the emissions performance of the vehicle in comparatively small quantities, it's simply not economical for them to re-certify every possible combination. It only makes sense then that they'll apply the cover-all "not legal for sale or use on pollution controlled vehicles" to simply cover their asses.

Gears may alter the emissions performance of the car since it changes the loading the engine sees and its operating RPM at any given speed. For better or for worse, Ford isn't going to re-test it and going to take any chances and will simply declare them "not for use" on pollution controlled cars.

Or it could be from the increase in RPM's which would change the emissions and also the EPA MPG that they have to get. Also for a part to carry an EPO or CARB cert they have to pay to put it through that testing. Where as a Offroad only part they just slap that on the box and they are done no additional funds to spend. Also some states do a load emissions test. Louisville Ky used to and it suxed some shcumck hopping in your car and spinning it up.