Victor,
I live in NH, have a degree in Horticulture, studying entomology (bugs
), use ecological and organic practices and am very involved in the invasive (plants and insects) issues here in New England. I only tell you all this to give you an idea of where I am coming from...that said, I see your confusion. However, depending on the hornworms, many are "host-specific" meaning that in their larval stage (caterpillar) they eat only certain plants. In the case of the Tobacco and Tomato hornworms (Manduca sexta and M. quinquemaculata) they only eat plants in the Solanacae family (potatoes, tomatoes, peppers, etc. If they are allowed to get to their final instar (caterpillar end stage) they will pupate in the ground for 9-10 months and will emerge as adults in June/July(of course this will vary in different parts of the country) to begin the cycle again. Grasshoppers on the other hand will eat plants from many different families, as do stick insects, so they have a much greater impact on agriculture – everywhere. The import of exotic (not indigenous to either a specific region or country) insects can cause even more severe problems b/c they do not have their natural predators and pathogens to keep them in check – for the record, this is true for plants, too. Yet in other cases, as Carlton pointed out, some simply cannot complete their full life cycle b/c they do not have an appropriate host plant, cannot tolerate the temperature extremes, or are easily preyed upon by a native species or pathogen.
As far as USDA laws…well, like many laws they are in place as fall back and/or to be used at discretion (not that this is right – it just is a fact of living in the USA). The form letters are so someone can say that they have followed the law and informed you – in case something goes to court. Look at our pesticide laws…a landscaper needs to be licensed for pesticide use but the homeowner can go into their local home dept, buy poisons off the shelf and use it randomly with no clue as to what the hell they are even using it for! (sorry – really pisses me off!) I was at a local hardware store recently and overheard a woman say that lady bugs were eating her plants (she described the plants as “something like a sunflower” meaning she didn’t even know what she was growing!) and she wanted something to kill them all! YIKES! Ladybugs do not eat ANY plants and are actually beneficial. Anyway, you get my point.
Sorry this is a bit long, but there is my professional and personal opinion and knowledge. I happen to rear some hornworms for educational programs (have about 20 going right now) and they are used in research b/c of their size and low percentage of loss. Well, that’s all folks! 
lele