Why do they say not to fill up your gas tank on Ozone action days?

I assume it's due to fumes, but I'd like a detailed explanation... thanks.

There is a component in gas that is called an Ozone precursor. In order for it to create Ozone it "cooks" in the sunlight to create this chemical reaction. The process takes many hours so any fueling that is done before noon creates Ozone by that afternoon. That is why when Ozone Action Days are enforced it is strongly suggested that you fuel after 5 pm as the highest Ozone levels usually occur between 5 am and 5 pm.