Proteins are certainly involved wherever membranes are grown, and proteins are coded for in the nucleus. But the membranes are always there first. No cell anywhere in nature, as far as we know, just makes any membrane from one lipid and then another; membranes are only made by extending an existing membrane.
The hypothesis is that coding molecules predate cell membranes.
So we have “every current cell membrane requires the nucleus” and “the coding portion came first”; nobody is disputing that membranes build on membranes, just pointing out they integrally depend on the nucleus to operate (coding for proteins) — and always have.