There is something in what he says though. A sporting director usually is with a club for a longer term than a coach, protecting the long term future of a club and all that, and sometimes has a big say regarding the whole footballing structure of a club and sometimes has a say, or even picks the coach himself, most fitted in those future plans.
It all depends on Gazidis and how he wants to build the football structure of the club after Wenger though. Is he going for a model where the director is there to help to coach, and implement the ideas of the coach and is primarily involved with signings, or for a model where that director has much more responsibilities like Monchi who is involved with youth development, the scouting set-up etc. If he wants to hire a sporting director in the first place that is.