Most probababbly documentation refers to fact that CLR "thread" associated with your process will be terminated, as documentation correctly says, that inter string:
The common language runtime conserves string storage by maintaining a
table, called the intern pool, that contains a single reference to
each unique literal string declared or created programmatically in
your program. Consequently, an instance of a literal string with a
particular value only exists once in the system.
and not in your application. In fact reading further it says:
CLR's reference to the interned String object can persist after your
application, or even your application domain, terminates...
So basically the storage where these data is placed goes out of your process address space, and so remains in the system event after your process termination.