Reading their comment slightly overly charitably vs what was written (but almost surely in-line with what was intended), they were contrasting their unit that has a HEPA filter bundled as part of their unit and that is not part of the Mr Cool unit.
Exactly. There's lots of stuff you can stitch together yourself, and if you're a DIY person, its more fun/rewarding to do it that way. I think the majority of homeowners will want something that doesn't require doing the install themselves, or having to worry about overall system integration.