The concern, I think, in its most generous terms, is that they can't buy Anthropic's service the way the could, say, a wrench, because Anthropic can decide at any point to disable the military's ability (even transitively, through other vendors) to use their models if they determined that they do not like what the military is doing with that or if it violates their interpretation of the terms of service.
This seems like a definitional supply chain risk.