I'm pretty sure he means that there's no database support built in, ie. you need to go download something like SQLAlchemy, SQLObject, Storm, etc. If you're already going to do that anyway it's not so much of an issue, but for people who are just getting their feet wet, it's yet another obstacle to overcome.
And it makes sense -- I think Flask is a much easier introduction to config and the VC of MVC development... but once you get to the M, well... SQLAlchemy is great, but the learning curve is steeper. And even though Flask has a well-documented extension for that, it's still another package and a separate piece of documentation.
