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For the usual hollow rectangular electromagnetic waveguide, let the propagation axis be $z$ and the interior be $0<x<a$, $0<y<b$. A transverse magnetic polarization has $B_z=0$ and $E_z\ne 0$. At a perfect conductor wall the tangential electric field vanishes. Since $E_z$ is tangential to all four side walls, it satisfies a homogeneous Dirichlet boundary condition around the rectangle.

Separating the transverse Helmholtz equation therefore gives the transverse magnetic mode of a rectangular waveguideA zero value of either index makes $E_z$ identically zero, rather than producing a nonzero field uniform along that direction. The transverse electric and magnetic fields of this TM family are obtained from transverse derivatives of $E_z$, so they also vanish. Thus both TM indices must be nonzero: neither ${\mathrm{TM}}_{n0}$ nor ${\mathrm{TM}}_{0m}$ exists in this rectangular hollow-guide model. In contrast, transverse electric modes obey a Neumann boundary condition on $B_z$ and may have one zero index. The claim is about this waveguide geometry, not all possible guides.