McDonald's made coffee hotter than normal because consultants told them hotter tasted better, without regard to safety. They served coffee at 180 degrees, which can easily cause bad liquid burns - most restaurants keep served liquids below the 140-degree mark for safety. At this temperature, third-degree burns will happen in seconds if the liquid is held against skin.
After several incidents of people being burned with no corrective action taken, an elderly lady was severely burned. With any major burn to the body, or any burn to the face, hands, or genitals, you need hospital attention. She sued for hospital bills and the jury awarded punitive damages, although this was replaced by a secret agreement. These days I think they keep their coffee at a safer temperature, so the warning is unnecessary now.
It's easy to say that "silly warnings exist for silly people," but remember that the goofballs aren't all consumers