I don't agree with that. Below is what it takes to qualify for sneak attack.
"Once per turn, you can deal an extra 1d6 damage to one creature you hit with an attack if you have advantage on the attack roll. The attack must use a finesse or a ranged weapon."
And below defines what a ranged weapon is.
"Range. A weapon that can be used to make a ranged attack has a range in parentheses after the ammunition or thrown property. The range lists two numbers. The first is the weapon's normal range in feet, and the second indicates the weapon's long range. When attacking a target beyond normal range, you have disadvantage on the attack roll. You can't attack a target beyond the weapon's long range."
As you can see, the axe is a ranged weapon just by virtue of having the thrown property, so if a Rogue throws the handaxe, by RAW he gets sneak attack. He would not get it if he used the handaxe as a melee weapon, because it does not have finesse.