Oats are known for their Cross contamination issues.
They are often grown, packaged or handled in the same area as wheat grains or gluten.
Certified Gluten-free oats are better because greater care has been taken in the way they are grown, produced, handled and packaged and have gone through a certification process to ensure cross contamination is not an issue
The other reason is something called cross reactivity. This is when your body recognizes certain protein structures as similar to gluten and attacks it the same way it would gluten. Avenin, the protein in oats is a similar amino acid structure as glutenin.
Studies show that 1% of people who have Celiac Disease have the same autoimmune reaction to oats, regardless of whether it is certified or not. This is due to a genetic and immune system reaction.