This comment refers to the fact that when there is an event occurring at SAP Center (which is located next to the San Jose Diridon Caltrain station), the final train of the night may be held for up to 15 minutes to allow people from the event to make it to the train.
This train is normally held until 15 minutes after the event has finished, or until 10:45pm, whichever comes first.
You can find more details of this on the Sharks Service page on the Caltrain website, however this delay can also be done for other events as well.
This potential delay also applies to Caltrain 451 on Saturdays, which is the equivalent train to the weekday Caltrain 199 and departs at the same time.
You can check the SAP Center Schedule to see what night this might occur on, but keep in mind that the train is only delayed when it's needed - not for every match/event.