Is that a quote from the in-game dialogue? If so, it's a vicious lie: everyone in all of Skyrim runs right at the dragons and tries to kill them, even if they only have a iron dagger and no armour. As far as I know, the only people who won't run at a dragon are the only ones who should: children. Since they're invulnerable to all damage, a young girl with a dagger can slay the mightiest of wyrms -- in time.
It's actually pretty ridiculous AI programming. Skyrim (or is it all of the Elder Scrolls series) has a lot of hang-ups like that. I still like the game a lot, but I wish they'd put a little more polish on their programming.