I think it's meant as in comparison to Scala and the like, which run on the JVM, and thus aren't "native" in the same way (right? or am I misinformed about Scala?). There's a lot of languages that sit on top of the JVM at this point, so they might have seen it as a distinguishing characteristic.
Sorry, no, this is nonsense. Scala source code is compiled to Java bytecode, which is interpreted and JITed by the JVM. Pixie source code is compiled to the Pixie bytecode which is interpreted and JITed by the Pixie VM. chrisseaton claims that "native" refers to the interpreter, but this is rubbish ... that's not what the industry means by "native".