While you will never come across an enemy that is immune to damage (such as The Witcher 3 or Destiny progression), there are some enemies that are essentially impossible to kill in Skyrim. Giants and mammoths are easy as long as you kite them and stay out of their melee range. Enemies that can actually hit from afar, such as a dragon priest (which have a static level and don't scale to your level), would be much more difficult to kill due to their range and AOE abilities. The point though is to just give the illusion that there is a wide variety of enemies with different levels of challenge in the game. Gear scaling (highwaymen in Oblivion wearing daedric based on your level) is different from general level scaling and hasn't been an issue since Oblivion due to the large fan outcry.
Skyrim and Fallout 3 would somewhat level scale the exterior world to your level. Caves and dungeons, on the other hand, were static, to an extent, and set at a certain level range. As far as the way Todd described it, he was suggesting that high level enemies may not be that far away from lower level enemies at the player's level. This suggests there is much more density and places may not be as spread out as they traditionally have been in previous games.