In a perfect world
"if a third-party battery is used and it does fail the way Panasonic describes, that's a matter for the user and the battery maker, not Panasonic's responsibility." would be very accurate.
However, we live in a world where if you break a fingernail trying to open a battery compartment you can sue the manufacturer for the 'psychological trauma' you suffer as a result.
There is undoubtedly a financial benefit to them from doing this, but there is still a valid excuse for them trying to protect themselves from lawsuits. After all, if one of these third party batteries did catch fire and destroy the camera, how could they prove reliably (and in a way understandable to a judge) that the battery was third party and not one of theirs?