He means that legends go on, even without evidence to prove them, because people want to believe they're true even if they aren't.
Is the pilot that was identified really the 'Ghost of Kiev'? Which squadron was he with? What is his combat record? Where can we see that? Where was he shot down? What day and time was that? Were the "Ghost of Kiev"'s 40 kills verified? Where were those kills? When were those kills?