I would tend to disagree with that quote:
The entropy $S(\rho_A)$ measures the amount of correlation (classical and/or quantum) between $A$ with the external world.
I think this is only true if you assume the joint $A\otimes(\text{external world})$ to be in a pure state. In this case, as explained in steg's answer, $S(\rho_A)$ can indeed be taken as a measure of quantum entanglement between $A$ and the external world.
If you drop this assumption, then you could for example have a joint density matrix given by:
$$\rho = \rho_A \otimes \rho_E$$
(where ${}_E$ stands for the environment/external world), in which there are no correlation at all between $A$ and the external world, irrespective of what $\rho_A$ is (hence irrespective of how large $S(\rho_A)$ might be).
Letting aside that if the authors were implicitly assuming the global state to be pure, they should have made no reference to "classical correlations" (which are absent in the case of a pure joint state), that implicit assumption is in my opinion misguided. It is motivated by the idea that pure quantum states are somehow "more fundamental", with density matrices introduced as an after-thought. There exist however more satisfactory axiomatizations of quantum mechanics in which density matrices are the basic objects, recording our previous knowledge of a system. Then pure states play no special role: they are just states of "maximal knowledge", in which we happen to know as much about the system as is possible to know given quantum mechanics. But if the system in question is the entire world, I would rather expect the opposite, namely a very partial knowledge!
Now, one might think that if the system $A$ started in a pure state at some $t=t_o$, i.e. the current uncertainty in $\rho_A$ is entirely due to its interaction with a quantum and possibly noisy environment, then this uncertainty will reflect the correlations with the environment, because the two would have been generated concomitantly by the interaction. But even that seemingly reasonable statement is not true, as shown by the following example. Take $A$ to be a qubit, initially in $|0\rangle\langle 0|$, and take $E$ to be in a classical superposition of two states $\frac{1}{2} |a\rangle\langle a| + \frac{1}{2} |b\rangle\langle b|$. There exists a unitary evolution mapping $|0\rangle \otimes |a\rangle$ to $|0\rangle \otimes |a\rangle$ and $|0\rangle \otimes |b\rangle$ to $|1\rangle \otimes |a\rangle$, so that the final joint density matrix is:
$$\left(\frac{1}{2} |0\rangle\langle 0| + \frac{1}{2} |1\rangle\langle 1|\right) \otimes |a\rangle\langle a|.$$
Here, the noisy environment has managed to "contaminate" our system A, without getting correlated with it at all!