What this means in practice: when you need to rebase in Git, you simply do so. When you need to rebase in Mercurial, you have to enable a bunch of extensions which aren't well polished or documented because they're not part of the standard feature set and many people have been discouraged from using them. That second situation is far more likely to cause data loss, which is a pity because rewriting local history is a valid operation which often produces cleaner commits and avoids merge failures.
I started using Mercurial earlier than Git but have been using both for years. Mercurial remains the only one where I have experienced data-loss (histedit) and the one where I had to switch to a less natural workflow to deal with limitations of the tool (e.g. patch queues are such a kludge-fest it's obvious that nobody really believes you should use this feature).