California is very proactive about requiring warning labels on chemicals that are possibly a problem for human health. Depending on your own judgement of the information below, I think you could just keep the tape you have.
Phthalates are in many, many, products, including food and cosmetics. They are mixed into plastics to make them more flexible, they're used in glues, they're in hair spray, they're in flooring, they're in fast food. There are health concerns because researchers have found that the phthalates can leave the plastic, particularly in the presence of heat.
Human urine testing finds phthalates in most people, sometimes at higher-than-desirable levels. The links to health are still uncertain. There are some studies that indicate high levels of certain phthalates are linked to wide ranging issues like birth defects and cancer. The main concern is for infants & children, and the main issue is phthalates leaking from plastics into food, saline solution, or other stuff that enters the body. But in comparison to the other sources of phthalates you likely already encounter, the molecules released from your weather tape into the air are unlikely to be a problem.
Some external links for more detail (broken because I have insufficient rep to post more)