It’s no news that warnings are often exaggerated especially in the USA – but these three together in one block on one article page on Amazon.com?
Of course you could turn to logic and argue that a toy that is a small ball also contains a small ball (as only content), and a small ball is a small part, too. Unfortunately, this isn’t for a ball at all, but for the “Pirates of the Caribbean” Lego set 4192 Fountain of Youth which, while containing small parts, doesn’t contain a ball at all – unlike some other sets…
(On some other sets, there’s just the “small parts” line, on this one fittingly also the ball, on others, however, all three again.)