You are absolutely right, and the caption conveys a common error. The textbook is wrong! Congratulations on discovering this error.
Indeed, gravity at typical spacewalk height is not all that different from gravity at the surface. Because we have that
$$g \propto r^{-2}$$
where $r$ is the distance from the center of the planet, we can estimate (using an Earth radius of 6370 km and height above the surface of 400 km) that gravity at the astronaut's height is actually about 94% of what it is at the surface.
The effect of "weightlessness" is actually due to the absence of normal force, not the absence of gravitational force. Normal force is the force in which something you are in physical contact with "pushes back" against you as you push into it - e.g. if you press your hand into a wall and you feel the "hardness" of the wall. When you are sitting in a chair or standing on the ground, the "sensation of weight" is because the chair or the planet's surface is pushing up against you, into your feet or legs, despite that you are "trying" to move down under the influence of the Earth's gravitational force. The competing effects of these two forces cause a compression of your body, and your brain interprets this as the sensation of having weight.
But in the spacewalking case, you have no contact with the ground, either directly or indirectly (e.g. through a chair), and hence this normal force is absent. Your body does not compress into anything, and as a result, you experience "weightlessness".
And you don't need to go "into space" to do it. You just need some way to isolate yourself from contact with the ground to result in no normal force. A freely-falling airplane will suffice, and there are some airplanes that are specifically designed for this purpose and used for astronaut training. (An airplane in powered flight will not, because then you have now the lift force on the plane that is keeping it aloft being translated into a source of normal force).