I think you are misreading it, some. Think of it more as "zero allocation during traversal." The point is not "free traversal of a Trie" but another trade off to look at in creating a program. (Granted, one that is at a level most of us are not writing at.)

This is similar, in some ways, to allocation free depth first searches of tree structures. (That is, without a stack.) It is hardly "free" since you have to take care in constructing the tree. However, if you have a tree you will construct once and then want to make sure you can do a DFS without worrying about stack storage, probably a very valuable technique to have in your belt.