It means that products marketed as henna that claim to be any color but reddish-orange, are not henna at all, or at least not henna alone.
The "black henna" that you have seen was at best a mixture of henna and indigo, or at worst a compound product containing chemical dyes and metal salts.
How henna differs from chemical dyes depends on the particular chemical dye we wish to compare it to. A lot of chemical dyes deposit their color by using ammonia and peroxide to lift up the scales of the hair's cuticle, so that color can then be shoved up underneath. Henna won't do that, it's strong enough that its dye molecules migrate inside the hair shaft without having to lift the scales open to do so. (Scales may get roughed up a little bit from the manual manipulation that it takes to apply mud to the hair and then rinse it out, but nowhere near ammonia and peroxide, and henna isn't doing it chemically only physically.)
Any product marketed as "blonde" henna is likely to contain cassia and a small amount of henna, as well as possibly mystery ingredients. If it's only cassia and henna, it won't lighten. Only deposit.
If you want your hair to be black or dark brown, then body quality henna and indigo could be a decent option. Indigo mitigates the bright redness of henna to create browns and blacks.
If you like to change your hair color often, it's probably not the greatest option. Some people have had success over time with various henna and indigo removal methods, but that's a long and time consuming road to walk down. Henna and indigo should be considered potentially very permanent until you cut off the hair that it's in.