I can confirm that the Crucial Ballistix RAM I linked to on Amazon at http://www.amazon.com/gp/product/B00DSGLMSM (Crucial Ballistix Sport 16GB Kit (8GBx2) DDR3 1866 (PC3-14900) 204-Pin SODIMM Memory BLS2K8G3N18AES4 / BLS2C8G3N18AES4) seems to work perfectly in my late 2015 5K iMac. I put them each into the original spots where the pre-installed Apple RAM was, then the Apple RAM in the alternate slots.
Thus:
==== iMac monitor ====
Apple RAM
Ballistix 8 GB
Apple RAM
Ballistix 8 GB
=== iMac Foot ======

Thus, you can see the Ballistix RAM is listing as the same 1867 MHz as the Apple 4GB modules.
I suspect the Crucial rep advised against the Ballistix is that is hasn't been specifically tested on the new iMac and I'd bet they routinely only recommend actual tested modules.
I'm comfortable with this small risk since the spec matches other than the single Mhz (1866 vs 1867) but as another poster mentions, this is likely just Apple's rounding.