I have used psyllium many times, as a powder stirred into water and drunk, and in crackers and other baking.
Never had a problem.
Obviously I cannot speak for the manufacturers who put that warning on the packet, so if you are worried, I would contact them directly and ask for an explanation.
However, I suspect that the warning is there to prevent someone doing something idiotic like spooning the dry psyllium into their mouths, were it will immediately start to absorb saliva and swell up. Whereas a pinch of psyllium mixed into a cracker, with cheese or pate (or whatever) on top, chewed well and swallowed in a grownup fashion will cause no problem at all.
If you want to see what happens to pysllium when it contacts water, then take a glass of water, tip a teaspoonful of the powder into it, stir and wait for a couple of minutes. All it does is swell up and form a gel.