There's some evidence, enough that some doctors will recommend you take them, but there's not strong enough evidence that the FDA will let you make the marketing claim.
Even RB themselves write this on the homepage: "Supportive, but not conclusive research shows that consumption of EPA and DHA Omega-3 fatty acids may reduce the risk of coronary heart disease."
(Though http://www.mayoclinic.org/drugs-supplements/omega-3-fatty-ac... judges the evidence behind the pills as "strong scientific evidence for this use" in several categories.)