What's funny is that most people don't even read the whole thing and just assume that removing the tag means they go to jail.
The full tag reads "Under penalty of law, this tag not to be removed except by the consumer."
This is done because people used to put trash inside of mattresses and sell them as new. The tags are required to show what the mattress is made of so that the consumer knows exactly what they're buying.
Once you actually buy the mattress, you can remove the tag, you can break the springs, you can do whatever the f**k you want with it.