This is admittedly a big guess, but I wonder if they are referring to note entry without a MIDI keyboard. Currently, if a piece is in B♭ Major and one is entering notes via computer keyboard in an instrument without a key signature, such as Horn in F (no key), if one presses B on the computer keyboard, one gets B♭, because that is the prevailing global key signature. The key signature is hidden, not overridden.
Really what would be best would be if the (no key) version of instruments was more of an atonal key signature for the one staff, rather than merely hiding the global key signature from that instrument. I wouldn’t be surprised to hear if there’s no good way to do that on the backend, but on the front end it means that, in order to get note entry to work as desired or expected with computer keyboard, one would have to manually add a one-staff atonal key signature, in which case using the (no key) version of an instrument becomes obsolete.
This issue is completely sidestepped by using a MIDI keyboard though, since Dorico doesn’t have to presume your accidentals based on the key signature.