It's difficult to tell exactly what was meant by a single quote with no context. But here's what I think it's getting at.
The clients that get objects from the factory cannot be responsible for managing the object's lifetime. Let's say that there's a cleanup method that needs to be called when the object is taken out of service. The client can't be responsible for this because it has no way of knowing whether the object is being shared with other clases, or whether it will be used again in the future. All this depends on what strategies the factory is using, and one point of the factory pattern is that clients don't need to know this.
So where can this "lifetime management" take place? It needs to be centralised somehow, probably in the factory itself.
(Here by "client" I just mean any classes that use the factory).