I think the saying comes from the fact that road racers are experienced high-performance drivers, so there's a perception that they should be reasonably fast on an auto-x course out of the box. The reality is they're still novice autocrossers when they come out for an auto-x the first time. Compare them against a novice autocrosser with no performance driving experience at all, and they'll be a rockstar.
Autocrossers who are really good at road racing also generally do autocross for years and years first... And chances are they did a lot of their learning outside the autocross: driving on the street, go-karts, maybe a track day, hell even video games. If they spent those years road racing instead of autocrossing, they'd probably be a lot better off on a race track.
The skills that are worth more than anything else at an auto-x have nothing to do with car control. The ability to walk the course, memorize it, and pick the spots to focus on that really matter. The ability to look at all the pavement between the cones to see the line, rather than looking at the cones.