You are safe if you are using one rated for the specific amperage draw necessitated by the compressor.

This is more a liability issue than anything, to prevent the unwary from suing them because they chose to use a lamp cord-type extension and got injured as a result.

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2009 ML350 (106K) - Family vehicle
2001 CLK430 Cabriolet (80K) - Wife's car
2005 BMW 645CI (138K) - My daily driver
2016 Mustang (32K) - Daughter's car