Although all natural fibers should felt to some extent some felt better than others. Also many white or light pastel colors may not felt well because some bleach has been added to lighten the color. So it's possible that they are just recommending the yarns that they know will felt well for felting.
The other thing is that there is something called "Needle Felting" that is done with unspun yarn or roving so it's possible that they sell some fiber for that. Some yarn companies do. You want to check carefully because if you are intending to knit something and felt it you don't want to get unspun roving.