I don't know the keycool numberpad. don't have any numberpads infact, but the suggested reason is independence from the system numlock state. It means the keypad doesn't need to follow the system numlock state, and therefore functionally, say on a laptop, if you accidentally activate numlock though some function key combination that a user may not know about, you might get users that complain that their usb numberpad fails to output most numbers, and only moves the cursor around.
This is my best guess, and it would appear to be relevant to the majority of their customers, who buy numberpads for the purposes of number entry on a laptop? Functionally for the majority, whether it be numpad or keyboard numbers, its no different to them.
Its us crazy keyboard fanatics that buy these keypads, and complain that it doesn't output the kind of numbers we want. Or the gamers who buy a numberpad hoping to cast your spells, but finding out that it just doesn't work in that regard. I'm sure we must be the minority here, asking for a change that would possibly compromise their larger market.
So its the complexity in deciding how they want to manage or ignore the numlock state that makes it simpler to ignore it completely. Thats my understanding anyway, but I might be wrong, and there be something more to it than that.