No, the statement is that even within a theory there are things that are considered real and things that are just mathematical constructs that show up and need

No, the statement is that even within a theory there are things that are considered real and things that are just mathematical constructs that show up and need to be discarded or otherwise managed. For example in mechanics the coordinate systems being used aren't "real" in a physical sense because you are free to choose things as you wish. But the force you calculate is very much a physical fact, a property of the real world.