That line is called "a hook", I believe, in advertising. Yeah, cable companies would love it if TV stations didn't broadcast a signal, but it really isn't that big a deal to them in terms of the amount of customers they might gain. Public TV, the major networks, will always be broadcasting unless, in the future, legislation requires that cable companies supply those signal for free to everyone, and I doubt that will ever happen for a variety of reasons.
Short story, that line is phrased to make you think you're getting something "special" when, in reality, you're not. Misleading, yes, skirting the "truth", yes. If you want to give it a try, just go to Walmart. They sell digital antennas, too.
Back in the old days of analog cable, I had a friend that "stole" the signal off the cable from a "leaky" junction on the pole in front of his house. He still couldn't watch "pay" channels, no decoder (ahem), but he got everything else for free.