The statement itself seems ridiculous really, these states might not have been directly colonised by Western states, but they were certainly affected by 'European colonialism' in quite profound ways.

In the late 19th century, Japan became the first non-Western country to industrialize, which more-or-less put it on an equal footing with the Western powers. Japan soon became an imperialist power in its own right. Although impeded by Western racism, Japan nevertheless achieved some success at getting into the West's "imperialist club".

Although it is true that Korea was never colonized by Europe, it was colonized by Japan, which amounted to much the same thing as Japan had largely appropriated the West's methods for the treatment of colonized people.

Liberia was founded by the U.S. in the 19th century as part of a plan to ship ex-slaves back to Africa.

I didn't know about Thailand.

Ethiopia did indeed fight off European powers, specifically Italy, successfully in 1896. However, they later lost to a European country, ironically the Italians, in 1936 and was annexed.

Iran was invaded and occupied by British and Soviet forces in world war II. Afghanistan was a British protectorate.

I wouldn't say that would only count as a sphere of influence.

And of course, Japan was partially occupied by British forces.

Hardly unaffected.