It was just a joke, man! Everybody knows indices can't be bought, only the underlying derivatives or components of them can be...
I suppose maybe... If you had a position in SPX options that was, for example, five contracts... And for some reason, say, I dunno, risk management, whatever, you want to exit half the position... Then I guess you could do that with 50 contracts of XSP options. But in a retail account, I don't know if the broker would recognize it as an offsetting position...