This is quite plainly nonsense. Every other manufacturer allows WiFi adapter replacements because every module on the market must be individually FCC certified.
Technically, the claim does make sense under a creative interpretation of the FCC rules. I think the real reason is likely so you'll buy replacement FRUs from Lenovo under your enterprise support contract, as well as ensuring you use a module that is known to work reliably with the software stack shipped on the machine.
Basically yeah, its an anticompetitive measure.