This statement is a straightforward physical truth; entanglement is a resource that is restricted by monogamy relations and is not a universal state shared by all particles.
The claim is a matter of elementary quantum mechanics and everyday observation of physical law (specifically, the monogamy of entanglement, which dictates that a quantum system cannot be maximally entangled with multiple independent systems simultaneously). Therefore, it falls under common knowledge and does not require a citation from the retrieved papers.