<p>On their website they say the following</p>

<pre><code>0.25 mm nozzle: 150 to 60 micron
0.40 mm nozzle: 200 to 20 micron
0.60 mm nozzle: 400 to 20 micron
0.80 mm nozzle: 600 to 20 micron
</code></pre>

<p>That confuses me. Why can I go down to 20 micron with the 0.40, 0.60 and 0.80 nozzle but only down to 60 micron with the much smaller 0.25 nozzle? Is that a typo and should say 6 micron?</p>

You need a certain minimum flow rate to achieve consistent extrusion. Flow rate is the product of print speed, extrusion width (proportional to nozzle size) and print speed. If you use a very small nozzle and very low layer height, you'd need a very high printing speed to achieve a reasonable flow rate. Therefore, it's quite possible this is not a mistake and intentional.
Keep in mind that Ultimaker uses 2.85mm filament. With a 0.3mm extrusion width, 0.02mm layer height and 60mm/s print speed, you would need a feedrate of 0.06mm/s into your extruder. The extruder might not be able to develop enough force on the filament at such a low speed (which, owing to the small nozzle size, requires a relatively large amount of force).
The ultimaker can not print 6 micron layers since the smallest increment the Z-axis can move in is 5 microns. 6 microns is not a multiple of that.