He is saying that the synth still has to support setting higher resolution values via NRPN. I haven't done a wide comparison but I would estimate that most don't. Most rely on "regular" midi for control input.
BUT, many synths (especially the ones from the last 5/10 years) have smoothing algorithms that prevent filter stepping, meaning internally they still use high resolution values and when the control input goes from, say, 63 to 64, they will calculate a few steps in between for a smooth glide rather than a sudden step. I'm sure that's oversimplifying it but I'm not a programmer. In any case, unless you're really zooming in on a sound and modulating a narrow range of filter cutoff values, it's usually not a problem.
Are you having specific issues with a synth and filter stepping? Be careful that you're not mistaking overtone resonance for filter stepping, even analog synths do that, it's simply a part of the way oscillators and filters interact.