I think there are two factors that lead people to make statements like that. The first is a given: they're talking about configuring it as a user, not a developer. Obviously Linux can do whatever you want it to do if you build your own distro from source. But additionally, while Linux is also substantially configurable in userland, those configurations might not actually cover the cases people need. You can, for example, pick between GNOME, KDE, etc -- which, on a pedantic level, is "objectively" more customizable than Windows, where you have exactly one option. Yet, if the settings within all of the off-the-shelf GUI shells do not serve the use cases the settings of the single option on Windows does, users will have every reason to assert that, on a practical level, the degree of customizability is inferior and not sufficient for them.