Pale Moon is a fork of Firefox. The purpose of the fork was to retain support for various legacy technologies that mainline Firefox was abandoning, such as NPAPI plugins, XUL/XPCOM, and old-style themes.
If keeping up support for those old technologies and keeping up with the latest improvements in Firefox sounds like a lot of work for a small team to tackle, that's because it is. As a result, Pale Moon doesn't include all the performance improvements that shipped with Firefox Quantum, along with various other "modern Firefox" improvements like not running all tabs in a single process. (Pale Moon last rebased itself on mainline Firefox circa Firefox 52, which shipped three years ago.)
My suspicion is that, when Pale Moon asks you not to use Web Components, they're doing so because their engine is old, it doesn't have the necessary muscle to deal with things like shadow DOM in a performant fashion, and they don't have the resources necessary to give it that muscle. They could rebase onto a newer version of Firefox that did have that muscle, but they'd lose support for all the legacy technologies they forked away to keep in the first place; and re-implementing all those APIs on their own would be just as prohibitively large a project as tuning up their engine on their own would be. So, in the absence of some huge population of skilled developers volunteering to pitch in for free, their project is kind of stuck between a rock and a hard place.