I'm sure the lawyers made them do it. Properly adjusted gas ranges are generally safe - they're just pointing out the minor risks - if that worries you - read the warnings of possible side effects on ANY prescription drug that you take. With all the lawsuits these days, they're just playing CYA.

Typically these types of warnings are required (in CA at least)if a chemical is known or expected to cause and increased risk of cancer in experimental laboratory rats. The chance of any individual getting cancer is approximately 1 in 3 (33%). In a worse case scenario, you may expect to see 1 additional cancer in 1,000,000 individuals exposed to these chemicals in sufficient quantities, thus raising your individual risk to approximately 33.0001%.

The tasty bits you get when grilling include cancer causing chemicals, as does wood smoke...

There are bigger things to worry about like getting struck by lightening (1 in 80,000 chance of being killed).