That statement means that the only type of IPSW you should use with unlocked iPhones is a custom IPSW. (Don't restore with an official IPSW from Apple.) You'll be fine if you stick with just custom IPSWs to avoid baseband updates (and the nasty error 1015).
Do keep in mind that custom IPSWs only work for restoring, not updating.
Do keep in mind that custom IPSWs only work for restoring, not updating.