That paragraph seems rather confused. I think what it might be trying to say is that a PEG parser allows you to write productions with overlapping first sets (which would be "ambiguous" for an LL parser), but still somehow guarantees that a unique parse tree is produced. The latter suggests that the grammar as a whole still needs to be unambiguous.
We may need to rephrase this to make it a bit more clear, but this is trying to say that PEG grammars cannot be ambiguous in the same sense as context-free grammars are normally said to be ambiguous. Notice that an ambiguous grammar is normally defined (for instance here https://en.wikipedia.org/wiki/Ambiguous_grammar) only for context-free grammars as a grammar with more than one possible parse tree. In the PEG formalism as Guido explained in the previous email there is only one possible parse tree because the parser always chooses the first option.
As a consequence of this (and as a particular case of this) and as you mention, the PEG formalism allows writing productions with overlapping first sets. Also, notice that first sets are mainly relevant for LL(k) parsers and the like because those need to *deduce* which alternative to follow given multiple choices in production while PEG will always try in order.
In general, the argument is that because of how PEG works, it will only be one parse tree and this makes the grammar "not ambiguous" under the typical definition for ambiguity for context-free grammars (having multiple parse trees).