I don't want to put words in anyone's mouth, but I assumed it was because setting work can be done in almost any system. You could use a prewritten setting guide, or homebrew a world with millions of inhabitants, regardless of if you're playing GURPS or 5E, or Fate.
Even in a situation like this, different systems make the process of NPC creation much easier than others. Creating a level 10 wizard to be some dungeon's mook is a lot more effort than creating an enemy in a system like Feng Shui or Lancer. In other systems like GURPS, creating a stat stick takes 10 seconds maybe, but creating a memorable enemy that's fun to fight takes a lot more effort than it does in systems that give you npc building frameworks.