Hi Linda,
IMO, washing probably wouldn't make much difference (if it were contaminated), because it's simply not practical to remove gluten by washing. Gluten is, by definition, glue, and because of that, it would probably be virtually impossible to effectively remove most of it without completely destroying the cereal itself.
That label warning is there to cover unforeseen issues, where someone fails to properly clean a piece of equipment, or some other accidental exposure to gluten occurs. It boils down to luck of the draw — if we happen to be unlucky enough to buy one of the first packages of a product after a production line has been switched from a gluten product to a gluten-free product, and some of the equipment wasn't properly cleaned, then we may have a problem. Probably 99.99 % of the packages will be safe, so the odds are in our favor. Of course, the odds of developing MC are mighty small, also, but we still developed it, so we're not strangers to becoming a victim of extremely improbable odds.
Back when I used to buy a fair number of processed products, I sometimes ignored such warnings, and lived to tell about it.

Frankly, judging by all the articles about spot checks of grocery shelf items showing that cross-contamination is widespread in the food industry, I have a hunch that the primary difference between manufacturers who add that warning to their labels, and those who don't, is that the ones who add the warning are probably better aware of the real risks involved, and they are just being more open and honest. Cross-contamination is ubiquitous in the food industry, and that problem is not likely to go away anytime soon.
This is just my 2 cents worth, of course. YMMV.
Tex