I believe this section puts the emphasis on the fact that we discourage (and do not consider on-topic) questions that are basically phrasing requests. For instance,
My mother is a helicopter parent. I can't stand it anymore. I want to tell her to leave me alone. How to tell her that?
Would be off-topic because it is "otherwise [telling] you what to say". It is a phrasing request.
The tricky part is, if you add details to this question in which you explain what you have tried before to make her understand that you would like to have some space, and why it didn't work, then we may be able to help you find other ways of addressing the issue with her, either verbally or not. It would also work if you explain why you don't want to try to address it the way you thought of doing it (because you believe it wouldn't work). We need to see effort, that you have tried something or at least thought about a possible tackling angle but refrained from doing it because you thought it wouldn't work in your situation. That way, we may be able to suggest "what to say [or do] so that you can tailor them to your situation".
In this particular question, OP say that what they thought to say to their grandparents would likely come across as rude:
I would like to ask my grandparents to not fetch me at the train station next time, but I'm afraid they will take it badly (like in: "hey, you are such a bad driver I'd rather walk")
OP thought about a potential resolution but realized they couldn't do it the way they wanted because it may hurt their grandparents. Now, I agree this question narrows the scope a lot because OP explicitly say they don't want to have to lie and they say they would rather find a way to tell their grandparents the real reason why they don't want them to come fetch them. But it would not make answers that do prefer this angle off-topic, as long as they're backed up with either personal experience or literature references, and that they explain why they think that OP should consider another angle that their preferred one.
Plain, context- and detail-less questions asking how to say something to someone are off-topic
Questions explaining what was tried and failed or why OP think their preferred way would not work are on-topic