Agree think it is in reference to direct sunlight.
I have an exterior tankless water heater. PEX runs to some stainless flex line, but there is a small amount of PEX (maybe 1/4") exposed where it comes through the wall. I intended to wrap it with some tape but kept forgetting about it. I was thinking about it and took a look at it a couple weeks ago.
I installed the water heater 5 years ago and the PEX still looks new, there is no difference in appearance between the exposed bit and the rest.
That side of the house is heavily shaded, 90-100% shade.
Unless you have sun blasting through a window directly at that closet and you leave the door open all the time, I don't think I would worry about it.