Because it might stop proper communication between powerline adapters.

I know for certain that Powerline adaptors do not work too well (if at all) through 4-way extensions if the extension has surge protection circuitry ...

A plain-old 4-way works just fine, as I have 2 in that way :rolleyes:

Thank you for the answer. Can you be more detailed please. How?

Thanks.
Saso

It's just a guideline to help avoid problems. Some power strips contain surge protectors which may block the powerline signal entirely. Other power strips may reduce signal quality.

If your powerline works OK in a power strip then by all means keep doing so.