I think the comment was a bad phrasing of "a vector is a contiguous memory structure, whereas a list is a series of independent allocations at various points in the heap".
Sure, but also remember that while vectors are better at locality, both vectors and lists can trash the heap; both are making variable sized requests on demand from the allocator.
Didn't mean to imply it was always the case. Just a counterpoint to the conventional wisdom that fragmentation is only a problem with lots of tiny objects.