Depending on which country you are from / interviewing in, you may be asked for proof that you can support yourself without becoming a public charge / burden of the US government. Some consulates (e.g. Sydney, Australia) don't have for proof of funds or affadavits of support, but others will require it.
It wasn't so much a blanket statement as an omission. Allow me to rephrase: 'Some consulates may not ask for proof of funds or affadavits of support'. I hope that clarifies my point. I will be more careful next time.