The statement is wrong, though sort of true. Gravitational waves are exceedingly hard to create and significant energy is radiated as gravitational waves only for massive stars rotating rapidly at a short distance. In principle the Earth-Moon system radiates gravitational waves, but at such a ridiculously low intensity that it's fair to say it doesn't radiate at all.
For more on this have a look at my answer to Is it possible to produce gravitational waves artificially?Is it possible to produce gravitational waves artificially? where I discuss the equation for the energy radiated as gravitational waves.