Why does Zankyou no Terror's OP end with a disclaimer?
It's only a speculation, but my best guess is that Zankyou no Terror is handling with a real life scenario that just might happen to us in the real world (and that's little scary). 

Unlike other animes that have super powers (like a Death Note, or an ability to launch a destructive energy projectile, etc.), in this anime, there are no supernatural abilities as far as it's shown to us.

So the author of the series wants to give us some sort of "warning" that what we see is not really based on events in real life, and the we shouldn't start copying the protagonist behavior (And if we do, the owners are not legally responsible for it).