I suppose it means that ΔHvap might be interpreted as the change in a quantity Hvap, which doesn't exist. The real quantities are Hgas and Hliq, the enthalpies of the substance in the gaseous and liquid states, and the difference between them is the enthalpy change of vaporization, ΔvapH. The subscript of H denotes a substance or state, which can have a value of enthalpy. A process or change, like vaporization, can only be associated with a change in enthalpy, the difference between the enthalpies of the final and initial states, so the subscript is attached to the Δ.