That doesn't change what they're saying. The self-hosted backend you're linking is a network-accessible version of the local SQLite backend. The hosted backend is transparently globally replicated and built on FoundationDB, with a very different (better) scaling story.
Given the floss implementation, if one wanted, they could create their own DenoKV backed by anything they like... Azure Cosmos, DynamoDB, CockroachLabs are all possible, and given the relatively small API, should be relatively easy to do if anyone wanted to do such a thing.
You can self host Deno KV since over a year.