They're talking about using the host terminal's text-selection mode and the system clipboard, rather than tmux's built-in text-selection mode, which does.

I too generally use tmux's built-in text-selection and clipboard when I'm copying from pane to pane, because it's more convenient.

The thing is you can synchronize tmux selection with your clipboard, there isn't really a need for tmux to "support" your terminal's view of tmux running within.