The list is long as Check Point has a full featured product and certification is for core functionality. Within any Common Criteria certification a Target of Evaluation (TOE) is defined that by definition excludes non-evaluated functionality. The TOE is a balance of functionality against cost and time. As the certification authority needs to stand behind the certificate, we have to make the statement you have seen. Customers understand this and normally use non-TOE functionality.
You should recognize that through certifying the Firewall and IPS Blade Pattern Matcher we have certified the Next Generation architecture to which other services may be applied. Through certifying at EAL4+ we have certified Check Point, the company, its development methodology, the R80 architecture, internal infrastructure, security and support processes. You can also look to the R80.30 Common Criteria Protection Profile certification that provides additional assurance and including SmartConsole, VPN and IPv6.
You will not find competitors that have a higher level of assurance.
CISCO and Palo Alto do not have an EAL4+
Fortinet has an EAL4+ certificate awarded in 2016 for: Fortigate Next Generation Firewalls and FortOS 5.2.7 CC Compliant Firmware
Fortinet's Protection Profile firewall certification for Fortinet FortiGate w/ FortiOS v5.6.7 was awarded by the Canadian certification scheme in May 2019 and has not been recognized by NIAP-CCEVS on their Product Compliant List