What does Non-Custodial Mean?
All that means is that you hold the private key to your coins the whole time you are using the wallet. Sesameseed does not store any private keys, or passwords, or anything related to your Sprout account.
The opposite of this would be something like an exchange, which is custodial. They are holding your coins for you in their wallet, and you have to trust that they will give them back to you when you withdraw.