It means that if you choose to store your password instead of entering it every time you u lock your vault, then this password is stored in the windows keychain.
See here: Why does Cryptomator now offer to save a pasword?
If you want to have other option, then you can use KeePassXT by installing a plugin.
https://docs.cryptomator.org/en/latest/desktop/accessing-vaults/#unlocking-a-vault