He was asking questions, why do you have links from this site. It shows that your part of this and that network. Why are you doing reciprocal linking with this and that group of people?
Mit "he" ist Matt Cutts gemeint.Either way, Matt clearly explained that the links are not hurting the sites, they are however not helping it rank in Google. And if they are paid links or if you are spending your time or resources getting those unnatural links - then it may hurt you financially.
https://www.seroundtable.com/archives/002818.html