Ferry crossings with a rental car are frequently prohibited.
The reason for this is as follows: Space is tight when driving on and off the ferry and small collisions are a common occurrence, which leave scratches on the rental car.
The rental companies do not want to be liable for this risk and therefore do not provide insurance cover for ferry crossings, so you would have to pay for any damage to the car yourself. To avoid this, some rental companies categorically prohibit ferry crossings.
This can also be the case when using motorail trains to Sylt or Eurotunnel between France and England.