It's not necessarily that the handle is conductive after all (it likely isn't, but there are conductive polymers out there -- I've made some in Chemistry class), but rather that it hasn't been tested and certified for its insulating properties (e.g. the VDE 1000V classification). They're covering their ass by saying that it's not intended to be an insulating handle because they didn't design it to be.
Every one had a warning sticker saying 'non-insulating handle' on the plastic/rubber handle.
I'm not sure where they found conductive plastic, but had I known before purchase, I'd have gone with a different set.