It's probably because they can't test on pregnant women so there's a lot of things which haven't been tested so can't be declared 100% safe despite most certainly ok.
Double agreed.
They can't declare things as 'safe for use in pregnancy' until they have been specifically tested for use on pregnant women which would be extremely costly and time consuming. Even make up, shower gel, deodorant etc hasn't been tested for use in pregnancy but I'm not about to stop using that.
Sunscreen is fine, it's a lot better for you than sunburn. And like PP said, I'm not about to stay in all summer. If we avoided everything that hadn't been tested for use in pregnancy it would be a pretty boring life!