The TLDR is basically that movie studios, directors, and actors start a hype train early "we haven't used any CGI!" or "it's all practical!" When the reality is that vast amounts of the movie still use CGI on top of the practical effects. It's just a really good marketing ploy, because a lot of people hate overdone VFX movies! So it feels more authentic and artistic to go practical.
But at the end of the day, most of those movies still have a huge amount of VFX. Some of the examples are extremely egregious and dishonest (e.g. the one TV show where the director/studio claims it was all real puppets on real sets, but the VFX studio has videos showing some massive VFX environments for the show instead.)
Others are more of a misunderstanding -- for example, when they claimed the sandworm in Dune 2 was practical... yes, the shot had a ton of practical elements, but of course lots of VFX and compositing was done to achieve the final product. Yes, there was a mechanical portion of a sandworm for the actors to stand on for some of the close-ups, but tons of the sandworm shots are still mostly VFX.