That's true, I conducted Loctite seminars for many years.
Anaerobic threadlockers cure in the absence of air and the presence of metal, filling all voids.
By forming extremely large molecules, the normal breakaway and prevailing torque values are changed. It absolutely prevents vibration loosening, as those molecules must be crushed to back out the screw. You now have significant prevailing torque where without Loctite or similar you have little or no prevailing torque.
As it fills all the nooks, crannies, and voids-- no air reaches the threads, and hence no rustlock. That's why it says "thread sealant" on the bottle as well. It is both a threadlocker and a thread sealant, though most folks only think of the locking part.
