Well, not all of us have garages, and if you have an outdoor plug with a rainproof cover, you almost have to use an extension cord due to the very short pigtail at the top of the EVSE.
IMHO, the reason they say that is so that Joe Public doesn't take a flimsy cord they have lying around and try to charge at 12amps. If you have a thick, quality cord plugged into a GFI outlet and protect the connections from the elements, I don't see how it's dangerous. My advice is to build your own cord, since the crimped connectors on store-bought ones are usually the weak link and will fail over time. Home Depot sells power cord by the foot, so you can make it only as long as needed (long cords waste energy and can trap heat if they're coiled up too much, I use 8'). Get weather-rated 12AWG cable and buy quality screw connectors. Check them for heat after construction and once a month thereafter. My EVSE lives in a rubbermaid container, so all connectors are protected from the weather.
I also have a quality 25' cord that I use when I visit friends/family far away (1-2x / year), but it will never pay for itself in gas savings. I almost regret buying it, but it is nice showing new people how it all works and getting a charge if we drive around town. If I'm on a road trip and staying at hotels, I don't even bother trying, it's not worth the hassle to save $2 on gas.