He's not talking about documentation. He's talking about making API calls to online services. To test that sort of stuff, you have to be online, and generally you want to test that stuff pretty often as you're building things.
I just did a PayPal API, and the docs were pretty bad/inaccurate, so we had to make frequent test calls to see what the real world behavior actually was.
It gets worse. There are several situations where the docs say one thing, the sandbox behaves a different way, and the live API behaves in a third, different way. It's a mess.
