Melissa & Doug 8 Activity Cones - Set of 8

The product description has a warning for a choking hazzard, what exactly is the samll parts on this that would be a hazard?

Are these pretty sturdy? We get a lot of wind where I live so I'm looking for something that won't blow over easy. Thanks.

How many cones do you get?

How are these any better than buying a package of red solo cups for a toddler to play with?