No. It means if you upgrade a system from 21h2 to 22h2 Microsoft may have added new stuff in there that you’ve to review because if you connect it the internet right away those new “features” may connect to them.
Consider this example: Windows 11 before and after the Copilot shit. You can completely disable Copilot and other AI features using group policy however if you’re on the “before” version you can’t disable the feature because it isn’t there already, if you upgrade, the features would be there with defaults and on the first boot it might great you with a “welcome to copilot” that will connect to Microsoft.