I never called them (I usually use email or check manufacturer's web site). My guess is that they have no guarantee that their suppliers are peanut/nut-free, so as a precaution they advise customers that they can't guarantee peanut-free/nut-free. So yes, I can understand why people may be hesitant to eat them, since they advise the product is not nut-free (even though they don't use nuts). Plus I read some locations (not in Canada) have onsite ice cream parlours at Krispy Kreme and the ice cream is not nut-free, so that could be another issue to be concerned about.
This is a problem with most manufacturers, as I don't know how many manufacturers check with all of their suppliers to ensure they are peanut/nut-free.
I don't eat Tim Horton's or any other donut chain.. Tim Hortons manufactures peanut butter cookies so they are off limits.