"do not immerse bottom unit in water" is a fairly standard warning for many coutertop appliances - like rice cookers, slow cookers, etc.
Sometimes things are returned to stores that have nothing wrong with them .. and they get put back on the shelves. Sometimes they are missing instructions, sometimes missing parts. Sometimes they come frrm the mfg missing instructions or parts.
I don't think you can blame WalMart, or their appliances, for that.
"It ain't what you don't know that gets you in trouble. It's what you know for sure that just ain't so." - Mark Twain