Those are just precautionary measures for people who are really worried about minimizing their mercury exposure. It's not a big deal unless you're breaking CFLs on a regular basis or dealing with some of the older fluorescent tubes; the amount of mercury they contain is tiny.
This is also explained in the last section of the EPA link. Nevertheless, it remains relevant in a discussion about putting bulbs in microwaves to have some fun. I would stick with incandescent, which apparently are also more fun.
