The correct bulb will not say that, aftermarket LEDs do. The light reflector housings are designed and tested for specific bulb standards. There are LEDs which try to output light from the same place as the filament in the bulb they are mimicking. But there is no guarantee they function properly, hence the warning and illegality.

If you swap one side and walk around your car, you may see that they are significantly dimmer than the stock bulbs from some or all angles. Or it may work fine. Often times the aftermarket LED dual intensity tail/stop lights have barely any difference between the two brightnesses which is egregiously unsafe