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Well, vendor finger pointing may be a concern but that is not what they mean. When you purchase a SAN solution from a single vendor, all the parts are usually pre-tested and certified by the vendor for the configuration you deploy. This means that the HBA of choice, with the storage of choice, will work seamlessly with the drivers that are installed by the vendor.
When you buy parts from different vendors, you are basically becoming your own SAN integrator. You need to be sure that all the pieces and drivers are "interoperable" with each other (which means they will actually all work together).
It's always safer to go with a pre-tested configuration. Interoperability in SAN is getting much better these days. The Storage Network Industry Association has ratified the SW2 protocol, which lets you connect up switches from different vendors. There may still be issues though when it comes to things like zoning and naming conventions between the switches. Management is also an issue. The element management software from one vendor may not work with another vendor's storage. If you want to use port trunking in your switches, you may have to buy all your fabric switches from the same vendor.
Then there are the interoperability issues with different driver and firmware versions from the SAME vendor that may have issues. It's always best to make sure the parts you buy are certified to work together. The SNIA Web site has some papers on the work they did in the interoperability lab that may help you.
Chris
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