Beats me why... then I thought,
"I wonder if it's a misprint and they really meant 'open box before heating', suspecting that some people actually would be dim enough to try to heat it still in the packing?"
As Royrogers points out, pizzas are often packed with a plastic or plastic-coated card disc under them, which would not cook very well. Nor taste very nice.
All the ones I buy tell you to remove the pizza completely from the carton and cook it directly on the oven shelf.
Otherwise. like Matt85 suggests, the apparently foolish labels might be from fear of being sued by people whose misfortune is by their own idiocy, encouraged by rapacious lawyers to cash in on it - for the lawyers' own benefit by creaming off much of any compensation that may be awarded; if the case comes to Court, and if upheld. Such claims are often dismissed without any trial; and when solicitor-booking agencies formed in the UK to copy the American "ambulance-chasing" practice, most rapidly and rightly went bankrupt.
As for warnings not to drink battery acid, what of when everyone was assumed to have common-sense? Those late-19C / early-20C domestic advice compendia, written when you could buy all sorts of nasty raw chemicals for legitimate house and garden purposes, typically included a whole chapter on antidotes for various common acids and alkalis, arsenic, mercury, lead-oxides and other delightful substances!
It's not just domestic products. Earth-moving, agricultural and industrial machines are plastered in pictorial safety-stickers and stuffed with complicated safety interlocks. Building-sites are heavily fenced and their gates carry big displays of PPE signs: no safety-clothing, no work. They do not completely stop accidents, whose results can be appalling mutilations or horrible death; but modern trade law and practice makes our own homes often significantly more dangerous by risk even though most domestic hazards are significantly less extreme.
So yes, we can laugh incredulously at the most patronising labels, but really the manufacturers are only trying to stop dimwits potentially harming themselves then blaming the manufacturers!
