No, that's not what it means at all...

You cannot use the WRITE command in an ASM type interrupt, because it's a PBP statement.

When you use DEFINE WRITE_INT, GIE is turned back on during the WRITE command.
If you have a WRITE command inside a PBP type ISR, GIE is turned on in the middle of the ISR, the stack hasn't been popped by a retfie, and the chip immediately interrupts again, quickly overflowing the stack.

If you are using DEFINE WRITE_INT, you should never have a WRITE command inside the ISR.
If you are using WRITE in your ISR, you should not use DEFINE WRITE_INT.

Since interrupts cannot be interrupted (except low priority on 18F's), interrupts don't need to be disabled during a WRITE in the ISR anyhow.

If you only have WRITE statements in your your main program, it's best to use DEFINE WRITE_INT, not wrap it with GIE=0/GIE=1.