We don't have a word?

Does "word" in "We don't have a word" mean "a unit of language that native speakers can identify"?

Background info:

Harris argues that religion is especially rife with bad ideas, calling it "one of the most perverse misuses of intelligence we have ever devised."^{http://en.wikipedia.org/wiki/SamHarris(author)#cite_note-prob-27} He compares modern religious beliefs to the myths of the http://en.wikipedia.org/wiki/Ancient_Greeks, which were once accepted as fact but which are obsolete today. In a January 2007 interview with http://en.wikipedia.org/wiki/Public_Broadcasting_Service, Harris said, "We don't have a word for not believing in http://en.wikipedia.org/wiki/Zeus, which is to say we are all atheists in respect to Zeus. And we don't have a word for not being an http://en.wikipedia.org/wiki/Astrologer". He goes on to say that the term will be retired only when "we all just achieve a level of intellectual honesty where we are no longer going to pretend to be certain about things we are not certain about".^{http://en.wikipedia.org/wiki/SamHarris(author)#cite_note-PBS-28}