I will answer with an example.
There exist some interpretations of quantum mechanics. One of them is the many-worlds interpretation :
It is a philosophical position about how the mathematics used in quantum mechanics relates to physical reality. It asserts that the universal wave function is objectively real, and that ...
Whether you know quantum mechanics or not, is irrelevant here, the key point is that a mathematical construct (wave function) is considered as a "real" object by this position.
This is the epistemic fallacy that he is referring to: because a wave function does not exist, it's not "real", it's a construct; it's only what we can know or understand about the "real".
And you may now ask: Well what is the real thing, behind this wave function, behind this way that reality appears to us? So here comes ontology.