No, that is not what he is talking about. Borderlands is presumably a Steamworks game, which means you HAVE to activate it on Steam no matter how or where you buy it from.
From their official FAQ:
All copies of Borderlands: The Pre-Sequel PC are shipping with Steamworks, so even copies of Borderlands: The Pre-Sequel PC purchased at retail can be added to your Steam Library and utilize Steamworks features like multiplayer matchmaking, Steam Cloud support, Steam Achievements, auto-updating and more.





