He's saying that a page exit is being tracked as an 'event' because a page exit is an event. It's the one event that you can guarantee will happen for each and every visitor and each and every page. Eventually, the visitor will exit the page, one way or another. There has never been a visitor who entered a page and stayed there for all eternity (at least, not yet, there hasn't been).
Ok fine I have one more doubt , even i created an event for one of my blog internal link the link is not an internal it redirects to my site. so its doesn't show any page exit event in Google Analytics?