I've been driving with the tailgate window down for years and have never felt dizziness, nausea, tired, headaches, etc... While driving. I wouldn't worry too much about what is in the owner's manual. The manufacturer has to state every silly possiblity that some dumb owner may do to prevent lawsuits.
This is like anything else, use your common sense. I don't believe that while driving 70MPH on the highway the three or four inches I may have my rear window opened will allow carbon monoxide to be sucked into the cabin of the car. Now if the window was down all the way and I was going slower, then it is a possiblity.
In any event, this is a nice feature as it is useful in many ways. Too bad it is not available on the MDX.