I've seen plenty of restaurants with a disclaimer that they have (often unspecified) allergens in the kitchen, and even if the allergen isn't in the ingredient list, it's possible they came in contact with anything in the restaurant. Most people wouldn't have a problem with peanut dust floating through the store, but apparently some people are sensitive enough that trace contamination like that can be a problem.
And now they will add 0.02% of milk powder to bypass such regulation. It is very tricky to get things correct.