It's typical for Gavin King documentation, you'll somtimes find "arguably not very object-oriented". I'm sure you can have an argument with him about the exact meaning, I had that a few times and I suppose we agree to disagree now. ;)
Now I wonder why you disagree? For now I'm thinking of SLSB as not OO simply because they don't enclose state and behavior.
I'm just a student and still learing and very interested in this topic
Yes, agree. This is the only reason to consider stateless bean not OO.
You could imagine stateless beans like static objects (even if they are not) and i think you already know static objects are also not considered part of OO paradigm.
Only my 2 cents
I think object-orientation means "type inheritance" and that encapsulation is something completely different (basically, a scalar type that does not expose components but only operators is "encapsulated"). I can encapsulate stuff just fine in procedural programming languages. I can also put "state and behavior" with a type in procedural programming. But I can't do inheritance and polymorphism. You see why its arguable? :)
The point is that OO programming is supposed to encourage a style where the functionality that operates upon state, and the state that is operated upon, are packaged into a single component definition. SLSBs package only operations, and must have their state stored elsewhere (eg, the HttpSession) and passed in as parameters. This is a procedural style of development.