The sentence that begins, “However, in projective space, there is no concept...” is the key. You might be used to constructing, say, the projective plane $\mathbb{RP}^2$ in a “bottom-up” manner by starting with the Euclidean plane $\mathbb R^2$ and then adding “points at infinity” and the line that they all lie on. Hartley and Zisserman are instead taking a “top-down” approach here: starting with the projective plane, complete with all of those “extra” points, as a given. They point that they’re trying to make is that from this point of view there’s nothing special about those particular points—we can pick any line in the projective plane to be our “line at infinity” with a different set of lines that are then considered to be parallel for each choice.
A different model of the projective plane might help here. Instead of starting with the Euclidean plane and adding points, start with the unit sphere in $\mathbb R^3$ and identify antipodes. (This is equivalent to the model in which lines in $\mathbb R^3\setminus\{0\}$ are considered to be points in $\mathbb{RP}^2$.) Lines in the projective plane then correspond to great circles on this sphere, but with this construction there’s nothing special about any particular great circle. The definition of parallelism depends on knowing which of these lines is the “line at infinity,” so until you’ve chosen a particular line to be that, it doesn’t make any sense to talk about lines being parallel. Making that choice imposes an affine geometry on the space—you now know when lines are parallel—as the authors discuss in more detail later.
You can see this in action when you apply a projective transformation to the Euclidean plane. If the transformation maps the line at infinity to some other line, then parallel lines in the source don’t generally remain parallel in the image: they instead converge at a finite point (their “vanishing point���) that lies on the image of the line at infinity. (Identifying this image will become important in later chapters.) Parallelism is not a projective-geometric propery—it is not preserved by projective transformations. In a sense, considering points with homogeneous coordinates of the form $x:y:0$ as the points at infinity is an artifact of the coordinate system that you’ve chosen; the projective map in this paragraph can be viewed passively as a change of basis rather than actively as a “warping” of the plane. We could just as well have said that points with homogeneous coordinates of the form $0:y:w$ are at infinity instead, and some sources do just that.
