My reading of their comment is that a proof space is a concept where a human guesses that a proof of some form q exists, and the AI searches a space S(q) where most points may be not valid proofs, but if there is a valid proof, it will hopefully be found.
So it is not a space of proofs in the sense that everything in a vector space is a vector. More like a space of sequences of statements, which have some particular pattern, and one of which might be a proof.