Nobody says that. There are plenty of fossils that pre-date the Cambrian. The major change of the Cambrian "explosion" was the evolution of body structures that fossilise more readily, plus the extraordinarily good fossilising medium of the Burgess shale.Correct That is Darwin's Gradualism. Each species would need intermediate for thousands of gradual steps.
But the "Cambrian Explosion" they say all popped up at the same time and were complete.
Nothing springs into being fully formed. Any writing claiming that any complex organism was formed in an instant is either "poetry" or lying. I'm sure you can think of an example.