What I mean by this statement is that there are lots of "tricks" such as interaction terms, regime switching and non-linear transformation of features to handle non-linearities in linear models (e.g. different food sold before Christmas).
But if you can give me an example of a non-linearity in sales forecasting that cannot be fit by a linear model but can by an RNN I'd honestly be really interested in that.
Knowing nothing about his sales process and features, I would assume there are many complex non-linearities (to be possibly leveraged for better predictions). I find this statement bizarre.