Unless I'm mistaken, every gene in the sample is experiencing rather strong natural selection. What other force would lead to such strong sequence conservation across all the samples? I think we would only expect pure neutrality in the case of genes that have long ago been pseudogenes are are unlinked to any sequence under selection. Surely over 100 apparently functional loci, free of premature stop codons and with intact splice sites, etc, aren't free of natural selection!?
To their credit, the authors are clear to state that they 'found evidence for positive or balancing selection' at the eight loci, and not that other the loci are evolving according to strict neutrality. However, some of their statements seem very close to implying this. For instance, when they speak of 'deviations from neutrality' (e.g., p. 1595), identifying the 'signature of selection' we are lead to believe that other genes are behaving neutrally. I believe it may be more correct to state that they attempted to distinguish recent selective sweeps from the more common (mundane?) background selection that affects all conserved loci.
Also potentially confusing is the fact that purifying selection can also distort the shapes of genealogies, leading to significantly negative Tajima's D, and similar effects on other neutrality statistics. The magnitude of this effect depends on the selection coefficients involved (multiple sites must have fitness impact close to 1/N to elicit detectably large distortions). This effect also requires relatively low recombination rates, however, which may not be the case here.