In most cases, the output is determined by the output function based on a small part of the state (e.g. you may have 128 bits of state, feed the first 64 bits of it to an output function, and derive a 32-bit output as a result). This means that you don't learn much about the internal state of the generator merely by looking at an output value: you need to observe a lot of consecutive outputs to recover the internal state of the generator, and without knowing the internal state it's difficult (i.e. very hard to impossible) to use a relatively small number of known outputs to predict the next output.
The xorshift128 generator tested in the article has a nigh-trivial output function (because it's designed to be fast, not hard-to-predict) and a very simple transition function, which is why 4 outputs can be used to recover the internal state and to train a NN to predict the next output.