(adding yocto@ back to CC)
I don't know where you saw that but that is very wrong.
Set PACKAGE_CLASSES to the package manager that you want to use. If you want to use opkg, then PACKAGE_CLASSES should be package_ipk (historical naming). If you want opkg to be present in the images ensure IMAGE_FEATURES contains package-management.
PACKAGE_CLASSES controls what package formats are generated, and multiple are supported for flexibility and testing purposes. For real world use there's no need to have more than one. The first entry is the package type that is actually used in the rootfs generation.
package-management needs to be in IMAGE_FEATURES to both get the tools installed (opkg in your case, apt-get for dpkg, yum for rpm) and to keep the package management database on the disk. By removing package-management from IMAGE_FEATURES all traces of the package manager will be removed from the rootfs, which is useful if you don't want to support on-target use of the package manager.
Ross