They have that disclaimer because they're likely taper seat and a lot (including ours) stock wheels are ball seat. It's hard to find quality "tuner" lug nuts in ball seat.
Any particular reason you wanted RAYS lug nuts? Do they have an interesting lock, or what?
If you're really set on them, you can get taper-to-ball washers in order to use taper seat nuts/bolts on ball seat wheels. They work well. I believe UroTuning sells them.
Edit: I personally wouldn't be using aluminum threads with steel nuts - it's not a great combo, especially when frequently removing/reinstalling. The aluminum threads will wear and gall at a much faster rate than simple steel nuts.
If you truly, truly need the lightweight factor, I would pony up for titanium lug nuts.
And, imo, unless this is gonna be a track slut, you really do not need anything fancier than standard steel lug nuts/bolts.