I just came across this info-graphic:
Is it true that Kinder Surprise eggs are currently, or previously, banned in the US?
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It is true.
Since 1938 US law has banned such items and adults have been arrested for being in posession of Kinder surprise:
In total, six children worldwide have choked to death on Kinder surprise toys since 1991. Ref
On average, a child will die every 5 days in the United States from choking on food.
Ref. That equates to around 1,600 deaths since 1991. So, the measure might save the life of one US child every twenty or thirty years.