When you create a table without a primary key, Access displays the following message:
Although a primary key isn’t required, it’s highly recommended. A table must have a primary key for you to define a relationship between this table and the other tables in the database. Do you want to create a primary key now?
The text I have emboldened is simply incorrect. Primary keys are required if referential integrity is to be turned on, but Access is happy to create an indeterminate relationship between fields in tables without primary keys. Primary keys are necessary if referential integrity is to be turned on, but that’s not necessary (or even desirable) for all relationships.
Of course, primary keys are generally A Good Thing, but that’s no excuse for misinformation. I suspect that it was true once upon a time, and Microsoft never got around to changing it.