The person who wrote that comment was likely trying to be nice rather than saying something he truly believed if he thought it through.
The reason issues aren't resolved here isn't fear of stepping on SO's toes. The reason is that the site is for reviewing code, and it's very hard to review non-functioning code. Regardless of overlap or toe stepping, allowing questions with non functioning code would undoubtedly harm the site. A review only makes sense when given along with the code provided. If the code has to be fixed (i.e. altered) before it can be reviewed, the review is no longer as clear.
On a tangential (to my post) note, I do believe that overlap within the SE network is harmful. Do one thing and do it well. StackOverflow is very good at helping people solve problems with their code. CodeReview is very good at helping people improve the quality of their code. The minute either site starts attempting the other's goal, the knowledge gets diluted and confused. Content becomes spread over more locations and likely duplicated. That duplication is wasted effort that could instead have been spent focusing more deeply on the original question to produce one spot of higher quality as opposed to two of equal.
Also, separate concerns allows different sites to have a certain context and expectation. A bash script posted here and a bash script posted on a server admin oriented SE site are likely going to receive very different responses. Why confuse that by jumbling it together into one site?