"Do not take if you are allergic to..."

This is a line that's increasingly heard in US drug ads.  How does that work, exactly?  Do doctors have some sort of allergy test for such drugs?  Are people asking their doctors to prescribe drugs they already know they're allergic to?  Or is it just a general legal CYA for the drug companies in case people are hurt by such allergic reactions?  "Hey, we warned you not to take Zigsergon if you're allergic to it."