Cookie dough does have raw eggs in it, which can cause a number of intestinal difficulties, including salmonella and parasites. The companies making the cookie dough were compelled to place warning labels on it when the FDA realized just how much was being eaten raw by consumers, and the potential damage it could cause.
maybe there is some kind of added chemical that can only be eaten when it is cooked. Its like chicken. If you eat it raw it is very very bad for you. Other than that, i dont see why they would put that on the label. i also eat lots of cookie dough. look at the ingredients and try googling them to see if they are safe to eat raw.
The reason you can't eat raw chicken is because of the nastiness in the slaughter houses. I don't feed my cat raw food for the same reason it goes slaughterhouse first, if it's fresh killed by my cat then that's a different story that's truly raw. Sorry this went off topic...
It depends what cookie dough you're eating. If it's the stuff in a tube, it's pasteurized and has no raw egg in it. (They put the label on it so people feel better about the company warning people about potently hazardous facts) If you're making it at home and adding raw egg, probably not a good idea. But at the same time, I've been eating it like that since i was little and nothing has happened. Eat at your own risk I suppose.