It might seem strange for them to include that in a datasheet, but it is actually fine.
The typical range for case-to-heatsink thermal resistance for a TO-220 clipped or screwed to a heatsink and using thermal grease is around 0.3K/W - 0.5K/W.
'thermal grease' is already as specific as you need. Yes, there are a huge range of thermal interface compounds, and they are referred to by other names like thermal grease or thermal paste.
And it doesn't matter. It doesn't matter which one you use. You think it does, but it doesn't.
All but extremely exotic and expensive thermal pastes have one thing in common: they have absolutely awful thermal conductivity.
The point of using them is to facilitate thermal interface. Two seemingly smooth surfaces are actually microscopically rough, and when clamped together, they actually have a lot of air gaps distributed throughout that has pronounced negative impact on thermal conductivity.
Thermal paste's main job is to just fill in those gaps with literally anything else. Anything is better than air.
Its awful thermal conductivity doesn't have that much of an impact because it is still way more than air, and it is a very thin layer and it gets pushed out of the way in areas of direct contact.
0.4K/W is good estimate for the resistance you'll get if you use any thermal interface compound. In fact, it will be a good estimate if you don't even use a thermal interface compound, but just whatever goopy thing you might have sitting around. You can use toothpaste if you wanted and it would have a negligible impact vs. high end thermal paste.
I am completely serious, I've actually used toothpaste very temporarily for mounting a CPU cooler to a CPU. Performance was actually a bit better than some no-name thermal paste I had but it degrades rapidly as the toothpaste dries out. But even after 12 hours, it is still close to the performance of other thermal pastes.
Apparently denture adhesive doesn't have this problem but at that point, might as well use actual thermal paste.
My point is, you don't need to spend time or effort worrying about this. Screw the thing to a heatsink, or clip it to a heatsink, and as long as you have something between it and the heatsink, it will be close to 0.4-0.5K/W. And it will be negligibly better no matter how fancy a material you use.
You can of course eliminate the interface completely by just soldering the tab of the TO-220 to a copper or nickel plated heatsink, which is what you should be doing anyway if 0.1K/W of thermal resistance actually matters for your application.
Just to drive this point home:
(image from: https://www.tomshardware.com/best-picks/best-thermal-paste)