It could possibly have something to do with the plastic where those figurines are made of. In Europe we are a lot stronger with our rules about phthalates that are mostly found in plastic products.
They are weak makers that give plastic a more flexible structure and they could be used in those figures. Some of these phthalates are dangerous and could have some negative hormonal effects and they could be responsible for cancer.
I know that the USA and Asia are less strictly about this, what can result that those figures are perfectly legal to sell in the US and Asian countries but that they are not legal to sell in Europa. But I have to admit that my knowledge isn't that great about this subject and that I could be wrong about this, so feel free to investigate yourself.