Store owners often say that because tank raised are raised in large round cement tanks and could truthfully be said to be captive raised.
However, in the hobby, it's better to distinguish tank raised from True Captive Bred.
Tank raised, even when called captive bred, are raised in ocean water insufficiently filtered and treated for pathogens. The ONLY advantage they have over buying wild caught is that they usually are trained to eat frozen foods.
True Captive Bred seahorses are raised in either commercial salts like Instant Ocean, or, in ocean water that has been properly filtered and treated for pathogens.
As pathogens from other sources are one of the two biggest killers of seahorses, one stands a much better chance of success when buying the True Captive Bred.
That doesn't mean that all True CB's are going to be successful, nor does it mean that all tank raised are doomed to die. The fact is though, the tank raised success rates are very much lower than those of True Captive Bred.
Again, the LFS should be able to tell you the breeder and species of the seahorse if they are True Captive Bred. Suspect tank raised if they can't tell you both the breeder and the species.
Species name is important sometimes when problems arise and you need help, and, to advise you the best way to rear fry if you should be lucky to have them.