Is it also possible they say this because it is a known condition that could potentially, theoretically, possibly, maybe cause damage and they want to distance themselves from blame if there ever is an issue? (i.e. we told you so)
I think they are being conservative to help reduce their liability.
Other then the concept of the idea I don't really understand shock cooling, however maybe this is really only an issue of ultra high performance engines, even beyond what a typical ww2 aircraft were using?
The common "hangar talk" is that shock cooling is a vile demon that will instantly damage your engine. Some think that it's possible to crack a cylinder by pulling the engine to idle...I challenge anyone to go out and prove that "shock cooling" cracked the cylinder.
Trainer aircraft like the 150/152 have their engines abused constantly by inexperienced student pilots. Mash the throttle in for takeoff, turn downwind and pull the throttle back to low power for the touch and go ---- thousands of those cycles every year. If what the nay sayers preach was true you'd be constantly replacing cylinders. The FBO/flight school I worked at had engines consistently go 2 or 3 times normal TBO before needing overhaul. Of course there would be the occasional cylinder change over overhaul at less than TBO, but not what you would expect from the treatment the engines receive.
In a jump operation I flew for we had two 182s. The other airplane was flown by a "throttle jock". Big burst of power to start taxiing, jam the throttle in for takeoff, minimal warmup time, abrupt power changes in flight, shut down at high idle. We did 4 cylinder changes on in one season on that airplane.
The airplane I was flying I treated it as an engine should be. Adequate warmup, smooth/gentle power changes. No engine work that year or the next. I bought the airplane and changed the engine out at 2800 hours (normal TBO 1500 hours).
Far more shock damage occurs to an engine on takeoff than landing IMO.