Yes, there are frictional losses through lengths of hose, but head height refers to the difference between the intake and outlet water levels. Since a canister filter has its intake and outlet in the same body of water, the head height can be considered 0.
The reason they say not to put the canister too far below the aquarium is because the water pressure at that depth can cause the canister to leak.
Imagine a hose filled with water, attached to a water balloon on one end and an aquarium at the other. As you lower the water balloon, it will increase in size and eventually explode as the pressure gets higher. Same goes for the canister.