Just because the U.S. government has made jailbreaking legal, doesn't mean that Apple must support it. Apple's official stance is that you can jailbreak your device if you want to, but they will not cover defects or honor the warranty of the device should damage be the result of a jailbreak and app/mod that is enabled via jailbreak.
They still want people to not jailbreak their device and thus keep inside the protection sandbox that Apple has created with their closed app store market.
As for the Redsnow/Ultrasnow jailbreaks, they mainly do all the "Hacking" to a copy of the firmware before it actually gets installed on the iDevice. This allows for more customization like changing boot screens, plist changes, and baseband modification for the phones (this allows T-Mobile users to use an iPhone on the T-Mo network)
The Jailbreakme website simply changes a couple plist settings and installs the Cydia app manager. if you want Apple restricted features on older devices you still have to go in manually and make changes.