This is a commonly quoted fun fact that is not really true. There are 2 different definitions of calorie. One means the absolute amount of energy in an object, the other means the bioavailable amount of energy that a human can extract from it using their digestive system.

So every physical object that exists has some amount of potential energy contained within it which we can express in calories, but that doesn't mean it has any bioavailable calories. For example glass has some significant amount of energy contained within it, but it has 0 bioavailable calories.

This "fun fact" mixes up the two definitions, making the statement meaningless.

(Nothing against you OP, this is a commonly repeated falsehood)