There is a possibility that the signal can cause interference (it does cause interference in fact -- get a call with your phone near your speakers and you'll hear it buzzing). This is why. However, it's only a weak interference anyway, perhaps they were just going a little too far with precautions?
buckoneton: that issue is due to the phone's antenna system sparking (it can and it does) when it connects to receive a call. Even very small circuits can cause little sparks, mostly that can only be seen in a very dark room. However, the sparks are enough to ignite petrol, so if there's lots of fumes in the air it isn't the best idea.