Yeah, I just noticed that they now have a notice up on their site too. Huge bummer as I love that seat! TDCPP is chlorinated tris, and is one of the more toxic options car seat manufacturers have for meeting flammability standards. (There are other chemicals that may be less toxic--though honestly some have just not been as comprehensively tested--or, ideally, they can meet the standards through choice of materials.)
The new warning labels are thanks to CA's Proposition 65 labeling laws; TDCPP was added to the list last year as a chemical that must be labeled. Thankfully, California also recently changed its flame retardant law (in place since the 70s and the major driver behind most market decisions on use of chemical flame retardants, so relevant even outside of CA) to implement a new, more effective test and exempt car seats and most other baby/children's items from the test. Car seats must still meet federal motor vehicle flammability regulations, but that test is administered differently; California's old test was notorious for essentially forcing manufacturers to douse products with chemicals in order to pass the test (and was not necessarily a great test of how these items might burn in real-world conditions).
So short answer: no, your Coccoro probably isn't that different from seats you've bought in the past in terms of its chemical content. A seat that isn't labeled might contain an equally toxic chemical flame retardant that just doesn't happen to be on the Prop 65 list yet. Seats bought in the future should slowly, slowly be safer in this regard (but very few on the market now are a whole lot different; just trading one chemical for another). Britax attempted to eliminate brominated and chlorinated chemical flame retardants from their seats but apparently gave up a couple of years back; hopefully they will try again now that they just have to pass the federal test. Graco had also said they would phase some specific chemicals out but would not say publicly what they would replace them with, so who knows.
We wash our covers in hot water with oxygen bleach, which may degrade the flame retardant chemicals somewhat. It's not ideal, but it helps with my comfort level. Car seat foam will continue to be treated to pass the federal tests, but hopefully more manufacturers will begin to offer covers that are chemical-free. (There are a few out there already; Orbit makes one, and I believe some Radian covers are not treated depending on fabric type.)
Also, couch and mattress flame retardants are happily on the way out as a result of the new law--we are getting a new chemical-free couch soon and many of the major furniture stores in CA report that they are just selling through their current stock and then will be flame-retardant-free well in advance of the 2015 deadline, which is great news!