When you think about it... What is a stage? And why on earth are we using an arbitrary number to think that we can make more or less power?
I think of it as an easy way to keep track of "sets" of modifications. Makes it a little easier to know what someone is talking about rather than having to list half a dozen mods each time you want to talk about something. This isn't 100% reliable obviously, but if someone says they have a stage 3 CR you at least know what turbo they're running.
Guessing power based on stages though is almost useless because measuring power is such a crapshoot. Different brands of dynos read differently, ambient temp is different, elevation is different, dyno operator is different etc. Tuners themselves are revising their tunes so one person's stage 3 tune could be different than another's. There's just too many variables to say "Stage 3 = x HP and y Tq". They're useful for saying "my car on this dyno made X HP when I was stage 2 and now makes Y amount more at stage 3", but using it to compare 2 different cars doesn't say much unless you eliminate all of the variables.
The people who sell these mods have to list something because obviously potential customers want to know what they're getting into, but treating those numbers like they're set in stone just isn't realistic.
Just an open ended question to put into perspective how silly it is.