It is due to the official memory speed at the time. With Skylake it was DDR4 2133, then with Kaby Lake it went to DDR4 2400, and then starting with Coffee Lake, it went to DDR4 2666.
Any RAM running faster than the officially supported speed, it is considered overclocking. However, I run DDR4 3200 on my Skylake CPU for years with no issue. It's just that any speed above the official speed is not a guaranteed thing, aka winning the "silicone lottery". So they wouldn't offer any support for it, even though they obviously endorse running faster RAM on various motherboards.
Honestly, just use the RAM manufacturer's QVL lists as they are updated a lot more frequently, with more modules tested than the motherboard manufacturers. You can easily find the kit that will is certified to work at the speeds you want (unless you end up having the worst CPU Intel produced (which is highly unlikely). For example, just select your motherboard and these tools will tell you what kits they produce that will work for you:
https://www.crucial.com/usa/en/advisor
https://www.gskill.com/en/configurator
https://www.kingston.com/us/memory/search/Options
https://www.corsair.com/us/en/memoryfinder