Generally they mean no engine oil/ engine air filter/engine oil filter changes needed.Yes they do, there is also brake fluids, steering fluids, transfer case fluids, coolant, etc. Just no engine oil, although some may have that as well. I do not subscribe fully to the story that EVs don't need maintenance, especially considering the hygroscopic fluids used, and all the other parts that still move so you can go places.
IIRC the OG Model S's did not have oil filters on the drive unit. It was added to the 3/Y, though the expectation is that you don't have to change it as the temps seen are considered mild VS a car engine.
You still have to change Brake Fluid, Cabin Air filters, and AC Desiccant bags though.