1. My guess is they don't want you to use Zedge because they want you to buy ring tones from them.
2. There are some Flashlight apps with malware in them like ads popping up in the notification bar. I found that out the hard way when I first got my phone. But, there are some good ones in the market as well. If you go to install a flashlight app, and it wants access to the internet, obviously that's bad. Why would a flashlight need to access the network? You just have to pay attention to permissions.
3. Scanner Radio uses a lot of data and battery, so that's probably why they said not to use it probably. It's an awesome app and worth installing though just be mindful of how much you use it.
4.Task Killers use more battery than they do good. Older versions of Android could make good use of them but now if you have one and have it set to keep closing google maps, or email, or something like that those services will just keep restarting and end up using more battery. However, as chanchan05 said, an app like Juice Defender could still be useful by turning auto-sync on and off at certain times/intervals and save some battery. But only Android should manage running tasks/services/processes.
Thats my take anyway. It's hard to explain what a Verizon rep is thinking lol.