They aren't.
MBR is limited to accessing 2TB, and thus, you need to go pure EUFI to boot from a >2TB partition.
Docking stations may be limited due to the chips being crap, instead of actually being USB<->PCI/PCIe-<->SATA-controller bridges, which would allow them to support up to any size the OS can make use of. It could also be CYA: it might work fine, but they haven't done enough testing, and don't really care (Startech claims compatibility, FI).
As an example, I typically use an old SATA I USB dongle, with a JMicron chip, and it works fine regardless of drive capacity.