While I was out I also saw this on the back of a toy in a toy store geared towards babies and other small children. I've never seen a toy that advertises as being phthalates free before. Sorry the pic is kinda crappy, I took it with my cell phone.
I think it's because babies tend to suck on their toys a lot (I know I gnawed on most of my baby things!), and phthalates when ingested can be problematic or have enough potential to be problematic to scare parents into buying phthalates-free over non.
I've just never seen it personally before, although I freely admit I don't spend a lot of time reading the packaging on children's toys. I just happened to catch that on the back of a ball style rattle while looking at things for my friend's nephew. Honestly, I think it's a good idea to be cautious about it, I had just never seen it before, lol