Could someone explain what this means please? I don't understand it
There's a random event called "Cultural Assimilation" which, when it fires, converts the culture in a province to your primary culture. For example, if you are playing Russia, it may convert a Tatar province to Russian.
Normally, it only fires on provinces neighbouring those with your primary culture (eg. in the previous example, the province in question had to border a Russian-cultured province). However, it can fire for your capital, even if it does not border a province of your primary culture.
grommile refers to the small possibility that, as Austria, having moved your capital to a province of Saxon culture, the random event changes the culture there to Austrian before you are able to enact "Accept Cultural Shift" changing your primary culture to Saxon.