The main problem of NiMH and Lithiums as opposed to Alkalines is NOT the different voltage. A lot of people write this here, and while they are not really wrong, that is NOT the reason why those batteries shouldn't be used.
The main problem is the lower internal resistance of NiMH/Lithiums, that is, their ability to provide a higher current. In simple circuits, like a directly driven bulb/LED, it is this higher current that kills the bulb/LED.
That said, since the MagLEDs have a regulating circuit that limits the current by itself, and is not dependent on the internal resistance of the batteries to limit the current (within the voltage range of NiMH/Alkalines/Lithium AAs -- excluding rechargeable Li batteries in AA form, their voltage is way to high), they should work fine, as most people have observed.
My guess is that Mag simply copy'n'paste the warning from their incan lights, for which the switch was not as risk free as with the regulated MagLEDs.