MIDI-IN questions

I guess I'm a little confused. This is what that page about MIDI says:

RealTime Category messages (ie, Status of 0xF8 to 0xFF) do not effect running status in any way. Because a RealTime message consists of only 1 byte, and it may be received at any time, including interspersed with another message, it should be handled transparently. For example, if a 0xF8 byte was received inbetween any 2 bytes of the above examples, the 0xF8 should be processed immediately, and then the device should resume processing the example streams exactly as it would have otherwise. Because RealTime messages only consist of a Status, running status obviously can't be implemented on RealTime messages.

Is that wrong or am I misunderstanding it?