All the owners' manuals say that.
If you jack in the middle of the axle you will probably bend the axle since it isn't designed for that. If the builders said that it is okay to jack on the axle, and someone jacked in the middle of the axle and bent the axle, then they would holler that "The builder said it was okay to jack on the axle."
Consequently the builders put in a CYA statement that never to jack under the axle. If you ever tried to raise your trailer high enough to change a tire, you'd understand how ludicrous the idea is that you have to jack under the frame.