I got an EIN when I was working as a consultant. It was easy to get and can be used in place of your SSN for any employment/tax issues. I got the EIN because I wanted to keep my SSN to myself (I was working with a couple of clients and some subcontractors and figured this would be a little more secure).
It doesn't hurt to get one. I am pretty sure the IRS won't give you any problems (I think they give them out to pretty much anyone with a valid SSN).
I suspect the fact it "suggests you don't apply" is the IRS's way of saving itself some work. If a client wants an EIN... you should get one.