That’s more a question of taste, and there is nothing wrong with that. I also prefer theoretical physics, although I must admit that it’s very exciting to be in a lab, as long as it is not me collecting the data or fixing the equipment.
My point in the sentence you quoted is that you can perfectly well carry on with some “tasks” without thinking to deeply about them, even in physics. Be it theoretical or experimental or computational. That is something I think is really missing in the whole spectrum of education, not only in science and not only in the universities.