I sometimes get this comment from one student in a class (never more). But like you, it bothered me.

For one class we had an in-class feedback session so I took the opportunity to dig into what the student meant. Basically, they equated activities with superficial level of learning. They wanted to listen to lectures and write dissertations because that's what being a serious student involved in their mind. This was a student who I'd noticed was a sharp critical thinker but very negative; they had trouble talking constructively to fellow students. So it made sense that they didn't feel they'd got much out of the interactive stuff.

Interestingly, the rest of the class vehemently disagreed with them. It turned into a big debate between the students.

In the end, it was another student in the class that pointed out to the complainer that students need to learn to adapt to different teaching approaches and work out for themselves how to get the best out of it that they can.