Fruit and Vegetable Juices Safety and Fresh-Squeezed Products
Most of the juices sold in the United States are processed (for example, "pasteurized") to kill harmful bacteria. But when fruits and vegetables are fresh-squeezed and left untreated, harmful bacteria from the inside or the outside of the produce can become a part of the finished product.

Some grocery stores, health food stores, cider mills, and farm markets sell packages and containers of juice that was made on site and has not been pasteurized or otherwise treated to kill harmful bacteria.

These untreated products should be kept in the refrigerated section of the store or on ice, and must have the following warning on the label regarding people who are at risk for foodborne illness:

WARNING: This product has not been pasteurized and therefore may contain harmful bacteria that can cause serious illness in children, the elderly, and persons with weakened immune systems.

Juices that are fresh squeezed and sold by the glass - such as at farm markets, at roadside stands, or in some restaurants or juice bars - may not be pasteurized or otherwise treated to ensure safety. Warning labels are not required for these products.

If you or someone in your family is at risk for foodborne illness, and you cannot determine if a juice has been processed to destroy harmful bacteria, either don't drink it or bring it to a boil to kill any harmful bacteria that may be present.

Source: fda.gov

I wonder why grocery stores have to provide a warning but these people don't?

I would guess because they're fresh-squeezed, and thus bacteria have no time to develop. If unpasteurised juice sat about the place, I guess that's when the trouble can begin...?

Oh yeah, that makes sense! Good point.