Why do frozen vegetable packets advise cooking from frozen, and should I follow that advice?
Well, "cook from frozen" comes with instructions on how to cook from frozen, on stovetop or microwave.  So their results are probably best for those methods.

Stir frying is a different process, so, unless they have stir-fry specific instructions, you should take the "from frozen" instructions to be specific to the methods and instructions given on the package for preparation, not necessarily an admonition for all types of preparation.