It does say that, and yet I’ve been doing it for years without issue. You just need to know what you’re doing, i.e. you need to be able to tell apart the connections that are required to make a site work from those that aren’t needed and can be blocked without issue. If you don’t, Tracker Control will break a lot of sites, and they probably don’t want to deal with the resulting support requests.

But if you’ve been using NoScript for a while, you will feel right at home with TC and be able to use it with browsers as well, which is where a lot of tracking happens.