X is a choice, not an option
Solution 1:
As others have indicated this is the sort of vacuous candy floss that management consultants and self help gurus like to push.
However, I think there might be a history here. "Failure is not an option" is a fairly well attested phrase. The Ngram on this phrase shows that it came rapidly into vogue over the past twenty years. The meaning is pretty straightforward — failure on this project or task is entirely unacceptable.
It seems that this pat phrase has been expanded on, by adding "it is a choice" perhaps from a less common aphorism "failure is a choice" So we have a kind of confused meaning. We start with a cliche which has a meaning beyond its literal meaning, and we tack on more jejune fluff. So the phrase means something along the lines of "Failure is completely unacceptable — and if you do fail you did so because you chose to do so." The underlying meaning being "don't give me any excuses for why you didn't get it done."
Of course it is still macho silliness, but I think that is how we ended up with this little jewel of nonsense.
Solution 2:
This phrase is pretty meaningless, but I think we can divine what the speaker is trying to say. If we take this phrase at face value, it's like saying "Apples are not fruit, they are fruit."
The speaker is saying "Failure isn't something that might happen; it's something we'd have to choose." A much better way to phrase this would be: "Failure is not a possibility, it is a choice."