Dogmatism as Nietzsche means it implies that one possesses the truth, or at least the most important or the most valuable truth. Yet the truth is elusive like that woman of whom he spoke at the very beginning. Elsewhere he says we are the first generation which no longer believes that it possesses the truth. That is what he means by the end of dogmatism.

Seminar on Nietzsche's Beyond Good and Evil (1971-1972) - Session 1