Nice to see him say this... but honestly, I have disliked every one of Lanthimos' films that I've seen. I just don't "get" him.
I liked Belfast a lot and wasn't bothered by the non-film b/w. Same with Roma. Digital b/w is its own thing with its own strengths - notably handling extreme lighting/contrast situations that film can't.
Sure, shooting on actual b/w film is better - I recently watched Maestro, half of which was shot in Double-X/Eastman 5222 in the old 1.33:1 aspect ratio, which looks outstanding. See also: The Lighthouse, Oppenheimer, and the b/w sequences in Wes Anderson's recent films.
Not that I like Anderson's films anymore either. He gave up telling stories about actual human beings years ago and disappeared down his symmetrical composition, story-within-story, overwrought production design, multiple film stock and aspect ratio games, reuse-his-stock-company-as-unbelievable-characters rabbit hole. I just watched Asteroid City and found it even less connected to believable human behavior than his previous films.