One of the listed distillers called me today about this. He says he's unaware of this rule. For the benefit of he and any other offenders, it is Section 5.36(d). (Emphasis mine.)
(d) State of distillation. Except in the case of 'light whisky,' 'blended light whisky,' 'blended whisky,' 'a blend of straight whiskies,' or 'spirit whisky,' the State of distillation shall be shown on the label of any whisky produced in the United States if the whisky is not distilled in the State given in the address on the brand label. The appropriate ATF officer may, however, require the State of distillation to be shown on the label or he may permit such other labeling as may be necessary to negate any misleading or deceptive impression which might be created as to the actual State of distillation. In the case of 'light whisky,' as defined in Sec. 5.22(b)(3), the State of distillation shall not appear in any manner on any label, when the appropriate ATF officer finds such State is associated by consumers with an American type whisky, except as a part of a name and address as set forth in paragraph (a) of this section.