Yes, the manuals have that direction to satisfy UL(Underwriters Laboratories)fire safety requirements. Setting a switch or menu setting to lower than the default(which may be 6 or 8 ohms)simply reduces the voltage which the receiver's power supply section outputs. Following Ohm's Law, when the voltage is reduced, so is the current and power. So, although the possibility of overheating is reduced, tests have shown that the maximum power capability is cut roughly in half. So, regardless of the manual language the lower impedance setting shouldn't be used.
