You're missing the point -- the vacuum itself has no temperature; that was the statement.
A temperature is just a measure of energy. In material this is the energy of the vibrations of the atoms and molecules. In a vacuum it is the vibration of the EM field. Put a 'cold' material in a 'hot' vacuum and it's atoms will start to vibrate with a particular energy associated with the EM energy in that vacuum. Put a 'hot' object into a 'cold' vacuum and it will radiate EM energy and heat up the vacuum.
The energy may be stored in slightly different ways but it's really not any more different than the fact that water stores in energy in H20 molecular vibrations and nitrogen storing it in N2 molecular vibrations. We don't have separate concepts of temperature for these two materials so neither should we have a different concept for vacuum what stores its energy in EM field vibrations: they all couple and will exchange their heat energy.