I will answer with an example.

There exist some interpretations of quantum mechanics. One of them is the [many-worlds interpretation][1] :

> 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. 

This is the *epistemic fallacy* that he is referring to: because a wave function does not exist, it's a construct, it's only what we can know or understand about the "real".


  [1]: https://en.m.wikipedia.org/wiki/Many-worlds_interpretation