It's such an odd comment. Doing that is a great stunt... but it's a stunt. None of those characters were really all that well developed. The makeup team did amazing work, and it was an extraordinary technical feat (especially at the time), but Murphy's biggest contribution was some caricature voice work.
It must have been exhausting for him as an actor, and worth a ton of respect. But it's no surprise to me that other actors found it not to be his most interesting work.
Compare Tatiana Maslany, who portrayed multiple characters over several seasons, without prosthetics. If you want a real acting stunt, watch her play some of those characters pretending to be other characters.
I hope she doesn't get slotted entirely into genre films. Not that there's anything wrong with genre films, but all of the special effects tend to obscure what can be really great, subtle work. I'd love to see her do some theater.
Tatiana, if you're reading this ... I'm directing Midsummer Night's Dream next year and you'd be a killer Titania...