What is the difference between Big O and Theta notation in terms of inputs?
The best case runtime of insertion sort is linear, i.e. $\Theta(n)$. Therefore, there is no $\Theta(n^2)$ bound on all inputs, since that would require $\Omega(n^2)$ on all inputs.

This is just one example proving that while $O$-bounds on the worst-case translate to all-case, but $\Omega$-bounds (and therewith $\Theta$-bounds) do not. (Which is, of course, the point in the text.) You can also investigate this mathematically by unfolding the definitions.