In the early 20th century, organic material such as straw, leaves, pine needles and reeds were used to stuff mattresses. Over time, these materials would rot and mold, and become a haven for vermin (hence the origin of the saying "don't let the bed bugs bite").
So that consumers could make informed decisions about which mattress to buy, the U.S. Government passed a law that required mattress manufacturers to disclose the contents of the mattress on a tag. A companion law forbid manufacturers and sellers from removing these tags. The consumer, however, is free to do so. So while the tag's warning is quite stern it does not apply to consumers and you may go ahead and ignore it without fear of criminal prosecution (but do still watch out for bed bugs!).