While the cold water only marking surprised me I understand why it's there. The threaded portion of the transition fitting is not suitable under pressure and temperature conditions combined.

I don't think there is a real problem with using it for the TPR discharge as the CPVC is approved for that use and you have to use a transition fitting of this type to be able to use the CPVC pipe which is not under high pressure(not closed system) when called upon to discharge the water. JMHO