It's usually the ones that are bought frozen that you cook from frozen...the ones that you freeze yourself, they recommend thawing first. It's all to do with how they were prepared and frozen commercially very quickly after manufacture...they're hoping to avoid complaints about poor quality, probably.
I have two packs of prawns in the freezer. One says I must defrost thoroughly in the fridge for 24 hours, the other says can be cooked from frozen or eaten after being defrosted by running under cold water for 5 minutes
I am afraid that this is all a load of rubbish'
It's more to do with the thickness of the sausage and the method of cooking. The same applies to burgers/ What is on the label is makers recommendations not something set in stone
^ Cooking them too quickly means the outside will be burnt while the inside is still raw. If I cook frozen sausages I only put the grill on half heat then just use full heat for the last few minutes to brown them.