You took that sentence out of context. Look at the sentence immediately before that one:
Because the
EventHandler<ActionEvent>
interface contains only one method, you can use a lambda expression instead of an anonymous class expression. See the section Lambda Expressions for more information.
(emphasis by me)
You'll be able to use lambda expression instead of anonymous classes with only a single method in the future, so using an anonymous class only makes sense if your interface has more than one method.
Readability might suffer if it has many methods, but there is no other language construct that enforces that a specific implementation may only be used at one point in the code.