The toxicity they refer to is most likely due to the fact that peppers belong to the night shade family. This family of plants includes, but is not limited to: potatoes, tomatoes, egg plants, peppers, and tobacco, just to mention a few. These plants ALL contain alkaloids, they are concentrated in the roots, plant, and seeds. Sufficient heat generally renders it pretty much harmless. If you desire to learn more about these substances, you can do an on-line search. You could stat here: https://en.wikipedia.org/wiki/Solanaceae
You cold also search under "night shade family".
Take the time to be well informed, it will help you to make the best decisions.