This doesn't mean that you can never make a microprocessor device that can act as a USB Master or "Host."  It is possible, provided that you start with a microprocessor device that has the special hardware needed to be able to do all the things that a USB Host needs to be able to do.

A host device needs to be able to do a lot more stuff than a USB peripheral does, like being able to talk to multiple devices (which may be of different USB classes), to be able to determine whether any specific peripheral device has been connected or disconnected, and whether a peripheral device is behaving properly at all times.

Microcontrollers that can act as USB Host devices generally are bigger, more expensive devices, with more processing power and more memory for storing both programs and data, compared with microcontrollers that can only work as USB peripherals.

Oh, and before we forget: it's a whole lot more complicated to program these USB Host devices.