Meaning of the term "Not a Polynomial"

Question

I was reading the following link on the "Universal Approximation Theorem" (https://en.wikipedia.org/wiki/Universal_approximation_theorem) and came across the following statement:

I am really confused by what this statement means : a continuous function "sigma" is not a polynomial

If "sigma" is not a polynomial - what else can "sigma" be? Is there any "undesirable connotation" associated with a function being "a polynomial"? Is there any "desirable" connotation associated with a function being "not a polynomial"?

Thanks!