This is not true (or a translation error).The important part is Itsuno says (in Japanese) that any stage reached in BP can be freely selected for training.
This is not true (or a translation error).
In the actual release, you can only replay a floor you completed.
So if you never had any practice fighting Malphas as V or fighting King Cerberus as Nero and then die, you don't get to "freely select" that boss battle floor to train.
This is poorly implemented.
EDIT: It seems that I can retry a non-boss floor?
But last time I check, I died on a boss and the option to select the floor again is not available.