It sounds like he's thinking of it from the DBA perspective, where they have to react to sudden changes in behavior from devs with little or no warning - since the devs don't talk to them.
DBAs doing proactive index creation when they don't know what the devs are doing is indeed futile.
The devs, however, should definitely be doing proactive database design/planning whenever they do anything, since they can (and will!) cause emergencies and downtime by not considering the impact of how they are interacting with/using the database.
If the devs are directly writing SQL, this is also relatively easy to get them into doing. If they're using a heavyweight ORM, it's nearly impossible to figure out what SQL it's going to run sometimes (and difficult to even trigger in a test), and so the devs often won't even try.
The company had actually banned new uses of ORM and was in the process of eliminating existing usage of it while I was there. We had discovered that teams that used ORM had much higher production incident rates than teams that didn't, and it was fairly directly attributable to lack of understanding and predictability of what was happening in the database.
Maybe not a huge deal if you're in a low-load situation. But HFT requires the A game at all times because you never know when some exciting news that causes trading volume to increase 50-fold almost instantaneously might happen.
For the record, I was a dev and not a DBA. But I did work closely with the DBAs. And I was pretty irritated when I found out ORM was banned, because it definitely made the "writing new code" part of the job more laborious. But, hey, learning experience - it turns out that it was the right move. In the long run we were able to move faster once we stopped having to deal with the blowback from breaking things quite so often.
It's a little bit like when I play Mario Kart with my kids. Why do I go so much faster than them? Mostly because they are constantly pushing hard on the accelerator button, while I ease off the gas and even hit the brakes sometimes. They think speed management is annoying. I think that I spend a lot less time bouncing off of walls and giving precious coins to Lakitu.
DBAs doing proactive index creation when they don't know what the devs are doing is indeed futile.
The devs, however, should definitely be doing proactive database design/planning whenever they do anything, since they can (and will!) cause emergencies and downtime by not considering the impact of how they are interacting with/using the database.
If the devs are directly writing SQL, this is also relatively easy to get them into doing. If they're using a heavyweight ORM, it's nearly impossible to figure out what SQL it's going to run sometimes (and difficult to even trigger in a test), and so the devs often won't even try.