Probably he meant 'zero' dependencies. Like not depending on C libs. I see that Loko Scheme depends on running on Linux (unclear, which versions) and AMD64 cpu - it seems to be able to run on bare metal, too - but the dependencies on the hardware are unclear. To bootstrap, it might need another Scheme implementation.
Many Lisp systems can generate executables, some of which then may depend on some external libraries (maybe in specific versions), specific OS versions or even specific CPU variants (not unknown on ARM hardware which has a lot of CPU variants).