I hate warnings without reasons, don’t you? All they do is dispense anxiety without information.
Whenever I see an “open other end” warning on a box, I open the wrong end just to see what will happen. I’m still alive.
Bone is a lesser conductor of heat than meat is. For one thing, bone is porous, and the air cells are heat insulators. Also, bones are relatively dry, and much of the heat transfer through a roast is due to the water in the meat.
So when most of the meat has reached a certain temperature, it’s likely that the regions surrounding the bones will still be relatively cool.
They will make the thermometer read too low and fool you into overcooking your chicken, turkey, or roast.